+667.6%
NFLX vs IRM
+441.0%
+226.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | -8.1% | +3.0% | -11.1% | -8.7% |
| 30D | -0.3% | -5.2% | +4.9% | +0.6% |
| 3M | -6.6% | -8.0% | +1.4% | -5.4% |
| 6M | -22.7% | +9.2% | -31.8% | -25.0% |
| YTD | -18.9% | +41.0% | -59.9% | -26.3% |
| 1Y | -39.8% | +23.3% | -63.1% | -43.7% |
| 3Y | +71.7% | +102.8% | -31.1% | +38.6% |
| 5Y | +27.2% | +192.8% | -165.5% | -6.5% |
| All | +667.6% | +441.0% | +226.6% | +357.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling