+26.7%
NFLX vs IRM
+192.5%
-165.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -5.0% | +1.6% | -6.6% | -5.4% |
| 30D | +3.5% | -4.2% | +7.7% | +4.4% |
| 3M | -7.1% | -5.4% | -1.7% | -6.5% |
| 6M | -22.5% | +12.0% | -34.5% | -25.9% |
| YTD | -18.1% | +42.0% | -60.2% | -27.5% |
| 1Y | -38.3% | +29.9% | -68.2% | -44.3% |
| 3Y | +73.4% | +104.4% | -31.0% | +25.7% |
| 5Y | +26.7% | +191.0% | -164.3% | -17.5% |
| All | +26.7% | +192.5% | -165.8% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling