+670.3%
NFLX vs IVV
+313.5%
+356.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.2% |
| 7D | -5.0% | +0.5% | -5.5% | -5.5% |
| 30D | +3.5% | -1.0% | +4.5% | +4.7% |
| 3M | -7.1% | +3.9% | -11.0% | -11.1% |
| 6M | -22.5% | +14.5% | -37.0% | -33.7% |
| YTD | -18.1% | +12.9% | -31.0% | -29.0% |
| 1Y | -38.3% | +19.4% | -57.7% | -49.9% |
| 3Y | +73.4% | +78.8% | -5.4% | -11.3% |
| 5Y | +26.7% | +82.2% | -55.5% | -34.5% |
| 10Y | +670.3% | +313.7% | +356.7% | +51.3% |
| All | +670.3% | +313.5% | +356.8% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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