+1.5%
NFLX vs IP
-12.5%
+14.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.6% |
| 7D | +5.7% | -5.0% | +10.6% | +6.5% |
| 30D | -4.6% | +6.5% | -11.1% | -5.6% |
| 3M | -11.6% | -18.0% | +6.4% | -8.9% |
| 6M | -25.4% | +10.3% | -35.7% | -27.1% |
| YTD | -30.1% | -9.9% | -20.2% | -29.7% |
| 1Y | -40.3% | -1.1% | -39.3% | -41.3% |
| 3Y | +51.6% | +13.0% | +38.6% | +34.7% |
| 5Y | +1.5% | -12.3% | +13.8% | +0.2% |
| All | +1.5% | -12.5% | +14.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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