+681.4%
NFLX vs IJH
+184.0%
+497.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | -1.1% | -1.9% | +0.8% | +0.2% |
| 30D | +4.3% | -4.6% | +8.9% | +7.6% |
| 3M | -4.8% | -1.2% | -3.6% | -4.2% |
| 6M | -18.4% | +9.4% | -27.8% | -24.0% |
| YTD | -17.4% | +13.3% | -30.8% | -25.2% |
| 1Y | -35.7% | +13.4% | -49.1% | -41.9% |
| 3Y | +73.8% | +50.4% | +23.4% | +25.0% |
| 5Y | +29.3% | +49.0% | -19.7% | -5.2% |
| All | +681.4% | +184.0% | +497.4% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling