+29.0%
NFLX vs IR
+45.6%
-16.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.8% |
| 7D | -4.2% | -2.8% | -1.4% | -3.3% |
| 30D | +5.5% | -15.1% | +20.6% | +11.6% |
| 3M | -4.1% | +6.1% | -10.1% | -6.7% |
| 6M | -20.7% | -16.8% | -3.9% | -16.1% |
| YTD | -16.5% | -3.5% | -13.0% | -17.7% |
| 1Y | -37.8% | -3.5% | -34.3% | -39.1% |
| 3Y | +77.9% | +9.5% | +68.4% | +50.0% |
| All | +29.0% | +45.6% | -16.7% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling