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  • NFLX vs IRM✓SelectedUSD · IRMNFLX vs IRM performance historyLatest closeAs of-1.89%09/08
Stock and ETF performance explorer

NFLX vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+73.4%
IRM return
+101.2%
Excess return
-27.9%
Maximum drawdown
-49.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D-1.9%-0.7%-1.2%-1.8%
7D-5.0%+1.6%-6.6%-5.2%
30D+3.5%-4.2%+7.7%+3.9%
3M-7.1%-5.4%-1.7%-6.8%
6M-22.5%+12.0%-34.5%-24.6%
YTD-18.1%+42.0%-60.2%-24.1%
1Y-38.3%+29.9%-68.2%-42.1%
3Y+73.4%+104.4%-31.0%+45.3%
All+73.4%+101.2%-27.9%+45.3%

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 3y: 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…

3y analysis · Full analysis span regression · 6 months rolling