+63,447.4%
NFLX vs IJR
+844.5%
+62,602.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.2% |
| 7D | -8.1% | -1.1% | -7.0% | -7.3% |
| 30D | -0.3% | -3.6% | +3.3% | +2.4% |
| 3M | -6.6% | +2.3% | -8.9% | -8.4% |
| 6M | -22.7% | +14.3% | -37.0% | -30.6% |
| YTD | -18.9% | +19.3% | -38.2% | -29.8% |
| 1Y | -39.8% | +22.6% | -62.4% | -49.3% |
| 3Y | +71.7% | +53.5% | +18.2% | +17.0% |
| 5Y | +27.2% | +39.9% | -12.7% | -5.5% |
| 10Y | +687.9% | +172.1% | +515.8% | +211.1% |
| All | +63,447.4% | +844.5% | +62,602.9% | +3,623.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling