-39.3%
NFLX vs IJR
+24.2%
-63.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.7% |
| 7D | +7.1% | +2.3% | +4.8% | +7.2% |
| 30D | -1.6% | +2.8% | -4.5% | -1.6% |
| 3M | -9.8% | -4.6% | -5.1% | -10.3% |
| 6M | -27.1% | +5.7% | -32.7% | -26.6% |
| YTD | -29.2% | +19.9% | -49.1% | -28.3% |
| 1Y | -39.3% | +24.2% | -63.4% | -38.7% |
| All | -39.3% | +24.2% | -63.5% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling