+29.0%
NFLX vs IP
-17.2%
+46.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -5.7% |
| 7D | -4.2% | -5.3% | +1.0% | -3.4% |
| 30D | +5.5% | -10.9% | +16.3% | +7.4% |
| 3M | -4.1% | +11.2% | -15.2% | -6.1% |
| 6M | -20.7% | -10.2% | -10.5% | -19.6% |
| YTD | -16.5% | -2.0% | -14.6% | -17.1% |
| 1Y | -37.8% | -19.1% | -18.7% | -35.8% |
| 3Y | +77.9% | +20.9% | +57.0% | +57.2% |
| All | +29.0% | -17.2% | +46.2% | +26.9% |
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