+31.3%
NFLX vs IJR
+39.9%
-8.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | -1.1% | -2.2% | +1.1% | +0.3% |
| 30D | +4.3% | -4.6% | +8.9% | +7.5% |
| 3M | -4.8% | +0.2% | -5.0% | -5.1% |
| 6M | -18.4% | +14.7% | -33.1% | -26.2% |
| YTD | -17.4% | +18.9% | -36.3% | -27.5% |
| 1Y | -35.7% | +19.9% | -55.6% | -44.2% |
| 3Y | +73.8% | +53.0% | +20.8% | +15.7% |
| All | +31.3% | +39.9% | -8.6% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling