+448.2%
NFLX vs IVZ
+43.7%
+404.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.4% |
| 7D | -2.0% | +7.6% | -9.6% | -3.8% |
| 30D | -11.9% | +4.3% | -16.3% | -13.0% |
| 3M | -20.6% | -9.3% | -11.2% | -19.0% |
| 6M | -29.0% | +5.2% | -34.3% | -30.5% |
| YTD | -33.7% | +13.4% | -47.2% | -36.8% |
| 1Y | -46.2% | +25.4% | -71.5% | -50.1% |
| 3Y | +39.8% | +152.5% | -112.7% | +3.9% |
| 5Y | -9.0% | +36.7% | -45.7% | -22.5% |
| All | +448.2% | +43.7% | +404.5% | +401.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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