+448.1%
NFLX vs IVV
+306.5%
+141.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -0.3% | -0.6% | +0.3% | +0.2% |
| 30D | -10.0% | -3.7% | -6.4% | -6.7% |
| 3M | -17.1% | -2.7% | -14.4% | -14.9% |
| 6M | -27.7% | +2.2% | -29.9% | -30.0% |
| YTD | -32.5% | +10.9% | -43.4% | -40.6% |
| 1Y | -43.5% | +11.3% | -54.8% | -50.6% |
| 3Y | +41.4% | +76.9% | -35.4% | -26.9% |
| 5Y | -2.2% | +73.5% | -75.7% | -47.0% |
| 10Y | +448.1% | +307.4% | +140.7% | +12.8% |
| All | +448.1% | +306.5% | +141.6% | +12.8% |
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