-1.9%
NFLX vs IVZ
+37.5%
-39.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.3% |
| 7D | -2.8% | -2.8% | 0.0% | -2.1% |
| 30D | -8.6% | -2.2% | -6.4% | -8.2% |
| 3M | -13.7% | -8.1% | -5.6% | -11.7% |
| 6M | -24.5% | +3.8% | -28.2% | -26.3% |
| YTD | -31.2% | +11.5% | -42.6% | -35.4% |
| 1Y | -43.2% | +23.7% | -66.9% | -49.0% |
| 3Y | +44.3% | +145.8% | -101.5% | -12.4% |
| 5Y | -1.9% | +36.1% | -38.0% | -20.7% |
| All | -1.9% | +37.5% | -39.4% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling