+377.4%
NFLX vs IR
+282.2%
+95.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | -5.0% | +0.6% | -5.6% | -5.2% |
| 30D | +3.5% | -13.6% | +17.2% | +7.5% |
| 3M | -7.1% | +3.7% | -10.8% | -8.4% |
| 6M | -22.5% | -13.1% | -9.4% | -20.3% |
| YTD | -18.1% | -5.1% | -13.0% | -18.3% |
| 1Y | -38.3% | -6.5% | -31.9% | -38.5% |
| 3Y | +73.4% | +8.5% | +64.9% | +61.7% |
| 5Y | +26.7% | +43.3% | -16.6% | +8.0% |
| All | +377.4% | +282.2% | +95.2% | +258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling