+29.0%
NFLX vs IVV
+82.6%
-53.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.8% |
| 7D | -4.2% | +0.1% | -4.4% | -4.4% |
| 30D | +5.5% | +0.1% | +5.4% | +5.4% |
| 3M | -4.1% | +2.0% | -6.1% | -6.7% |
| 6M | -20.7% | +13.0% | -33.7% | -32.7% |
| YTD | -16.5% | +13.6% | -30.1% | -29.7% |
| 1Y | -37.8% | +20.1% | -57.9% | -51.5% |
| 3Y | +77.9% | +77.6% | +0.3% | -22.1% |
| All | +29.0% | +82.6% | -53.6% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling