+423.4%
NFLX vs IVV
+317.7%
+105.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -1.7% |
| 7D | +2.6% | +0.1% | +2.5% | +2.3% |
| 30D | -9.0% | -3.3% | -5.7% | -6.0% |
| 3M | -13.7% | -2.4% | -11.4% | -11.8% |
| 6M | -26.9% | +2.6% | -29.5% | -29.6% |
| YTD | -31.8% | +11.3% | -43.1% | -40.2% |
| 1Y | -42.1% | +13.4% | -55.5% | -50.4% |
| 3Y | +47.0% | +80.3% | -33.3% | -25.7% |
| 5Y | -2.5% | +72.7% | -75.2% | -47.0% |
| 10Y | +423.4% | +309.6% | +113.7% | +7.3% |
| All | +423.4% | +317.7% | +105.7% | +7.3% |
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