-3.8%
NFLX vs IRM
+182.6%
-186.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | -5.1% | +4.8% | +0.7% |
| 30D | -10.0% | -3.3% | -6.8% | -9.6% |
| 3M | -17.1% | -8.2% | -8.9% | -16.0% |
| 6M | -27.7% | -12.8% | -14.9% | -26.2% |
| YTD | -32.5% | +36.6% | -69.1% | -40.1% |
| 1Y | -43.5% | +11.9% | -55.4% | -46.8% |
| 3Y | +41.4% | +105.1% | -63.7% | +0.6% |
| All | -3.8% | +182.6% | -186.4% | -40.4% |
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