+51,846.2%
NFLX vs IVZ
+215.1%
+51,631.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.6% |
| 7D | -2.0% | +7.6% | -9.6% | -4.2% |
| 30D | -11.9% | +4.3% | -16.3% | -13.3% |
| 3M | -20.6% | -9.3% | -11.2% | -18.6% |
| 6M | -29.0% | +5.2% | -34.3% | -30.9% |
| YTD | -33.7% | +13.4% | -47.2% | -37.6% |
| 1Y | -46.2% | +25.4% | -71.5% | -51.0% |
| 3Y | +39.8% | +152.5% | -112.7% | -1.7% |
| 5Y | -9.0% | +36.7% | -45.7% | -23.1% |
| 10Y | +441.5% | +45.0% | +396.5% | +303.4% |
| All | +51,846.2% | +215.1% | +51,631.1% | +15,866.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling