+25.7%
NFLX vs IOT
+55.2%
-29.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.8% | -0.1% |
| 7D | -8.1% | +5.1% | -13.2% | -9.2% |
| 30D | -0.3% | -3.0% | +2.7% | 0.0% |
| 3M | -6.6% | +15.0% | -21.6% | -10.6% |
| 6M | -22.7% | +13.1% | -35.8% | -26.6% |
| YTD | -18.9% | +9.0% | -27.9% | -23.1% |
| 1Y | -39.8% | +0.1% | -39.9% | -42.3% |
| 3Y | +71.7% | +26.4% | +45.3% | +43.2% |
| All | +25.7% | +55.2% | -29.6% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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