+70.7%
NFLX vs IJR
+51.3%
+19.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -8.1% | -2.3% | -5.7% | -7.5% |
| 30D | +1.6% | -4.7% | +6.3% | +2.9% |
| 3M | -7.3% | +2.1% | -9.4% | -7.9% |
| 6M | -21.6% | +13.9% | -35.5% | -24.7% |
| YTD | -18.9% | +18.2% | -37.2% | -23.2% |
| 1Y | -39.1% | +21.8% | -60.9% | -43.0% |
| All | +70.7% | +51.3% | +19.4% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling