+681.4%
NFLX vs IVZ
+65.9%
+615.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | -1.1% | -2.4% | +1.3% | -0.5% |
| 30D | +4.3% | +3.0% | +1.3% | +3.5% |
| 3M | -4.8% | +14.9% | -19.6% | -8.3% |
| 6M | -18.4% | +36.7% | -55.2% | -25.1% |
| YTD | -17.4% | +25.7% | -43.1% | -23.0% |
| 1Y | -35.7% | +47.7% | -83.4% | -42.6% |
| 3Y | +73.8% | +138.8% | -65.0% | +32.1% |
| 5Y | +29.3% | +62.1% | -32.8% | +6.4% |
| All | +681.4% | +65.9% | +615.5% | +614.8% |
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