+63,447.4%
NFLX vs IJH
+874.2%
+62,573.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.1% |
| 7D | -8.1% | -0.7% | -7.4% | -7.5% |
| 30D | -0.3% | -3.8% | +3.5% | +2.9% |
| 3M | -6.6% | 0.0% | -6.6% | -7.0% |
| 6M | -22.7% | +8.8% | -31.4% | -28.8% |
| YTD | -18.9% | +13.5% | -32.4% | -28.3% |
| 1Y | -39.8% | +15.4% | -55.2% | -47.8% |
| 3Y | +71.7% | +50.9% | +20.8% | +14.8% |
| 5Y | +27.2% | +47.8% | -20.6% | -11.7% |
| 10Y | +687.9% | +183.1% | +504.8% | +185.4% |
| All | +63,447.4% | +874.2% | +62,573.1% | +3,165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling