+667.4%
NFLX vs IRM
+430.1%
+237.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.4% |
| 7D | -8.1% | -1.8% | -6.2% | -7.7% |
| 30D | +1.6% | -7.8% | +9.4% | +3.2% |
| 3M | -7.3% | -7.9% | +0.5% | -6.2% |
| 6M | -21.6% | +6.3% | -27.9% | -23.5% |
| YTD | -18.9% | +38.2% | -57.1% | -26.0% |
| 1Y | -39.1% | +19.8% | -58.9% | -42.7% |
| 3Y | +71.7% | +98.8% | -27.1% | +39.2% |
| 5Y | +27.0% | +191.8% | -164.8% | -6.6% |
| All | +667.4% | +430.1% | +237.3% | +358.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling