+65,302.9%
NFLX vs IRM
+2,195.9%
+63,107.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -7.0% | -5.8% |
| 7D | -4.2% | -0.5% | -3.8% | -4.2% |
| 30D | +5.5% | -8.1% | +13.5% | +7.8% |
| 3M | -4.1% | -9.7% | +5.6% | -1.9% |
| 6M | -20.7% | +10.0% | -30.7% | -23.9% |
| YTD | -16.5% | +43.0% | -59.5% | -26.5% |
| 1Y | -37.8% | +32.7% | -70.4% | -44.3% |
| 3Y | +77.9% | +102.7% | -24.8% | +36.1% |
| 5Y | +32.5% | +187.6% | -155.1% | -10.4% |
| 10Y | +703.6% | +420.1% | +283.4% | +323.2% |
| All | +65,302.9% | +2,195.9% | +63,107.0% | +12,090.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling