-37.8%
NFLX vs IRM
+34.4%
-72.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -7.0% | -5.2% |
| 7D | -4.2% | -0.5% | -3.8% | -4.2% |
| 30D | +5.5% | -8.1% | +13.5% | +4.9% |
| 3M | -4.1% | -9.7% | +5.6% | -4.3% |
| 6M | -20.7% | +10.0% | -30.7% | -21.8% |
| YTD | -16.5% | +43.0% | -59.5% | -18.8% |
| 1Y | -37.8% | +32.7% | -70.4% | -40.6% |
| All | -37.8% | +34.4% | -72.2% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling