+29.3%
NFLX vs IOT
+61.4%
-32.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.7% | -9.1% | -6.2% |
| 7D | -4.2% | -2.3% | -1.9% | -3.9% |
| 30D | +5.5% | +3.8% | +1.7% | +4.1% |
| 3M | -4.1% | +14.2% | -18.2% | -7.9% |
| 6M | -20.7% | +40.1% | -60.8% | -28.9% |
| YTD | -16.5% | +13.4% | -29.9% | -21.6% |
| 1Y | -37.8% | +12.2% | -49.9% | -42.3% |
| 3Y | +77.9% | +30.0% | +47.9% | +47.7% |
| All | +29.3% | +61.4% | -32.1% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling