+27.2%
NFLX vs IVZ
+61.5%
-34.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -8.1% | +1.2% | -9.3% | -8.5% |
| 30D | -0.3% | +1.8% | -2.1% | -1.0% |
| 3M | -6.6% | +15.7% | -22.4% | -11.6% |
| 6M | -22.7% | +36.3% | -59.0% | -31.3% |
| YTD | -18.9% | +24.9% | -43.8% | -26.3% |
| 1Y | -39.8% | +48.9% | -88.8% | -49.1% |
| 3Y | +71.7% | +136.8% | -65.1% | +11.2% |
| 5Y | +27.2% | +60.0% | -32.7% | -4.0% |
| All | +27.2% | +61.5% | -34.2% | -4.0% |
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