+2,743.7%
NFLX vs IOVA
-92.3%
+2,836.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | -0.3% | -8.5% | +8.2% | -0.1% |
| 30D | -10.0% | -44.7% | +34.7% | -9.0% |
| 3M | -17.1% | +26.2% | -43.3% | -17.9% |
| 6M | -27.7% | +123.2% | -150.9% | -29.7% |
| YTD | -32.5% | +196.0% | -228.5% | -35.0% |
| 1Y | -43.5% | +240.9% | -284.4% | -45.9% |
| 3Y | +41.4% | +103.5% | -62.1% | +34.3% |
| 5Y | -2.2% | -65.5% | +63.3% | -5.0% |
| 10Y | +448.1% | +7.0% | +441.1% | +421.0% |
| All | +2,743.7% | -92.3% | +2,836.0% | +2,637.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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