+65,302.9%
NFLX vs IVZ
+257.6%
+65,045.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.1% | -6.4% | -5.7% |
| 7D | -4.2% | +0.6% | -4.9% | -4.5% |
| 30D | +5.5% | +4.0% | +1.5% | +4.1% |
| 3M | -4.1% | +18.2% | -22.2% | -9.4% |
| 6M | -20.7% | +32.8% | -53.5% | -28.2% |
| YTD | -16.5% | +28.7% | -45.3% | -24.1% |
| 1Y | -37.8% | +55.4% | -93.1% | -46.9% |
| 3Y | +77.9% | +135.2% | -57.3% | +28.2% |
| 5Y | +32.5% | +64.2% | -31.7% | +5.9% |
| 10Y | +703.6% | +64.6% | +638.9% | +476.7% |
| All | +65,302.9% | +257.6% | +65,045.3% | +19,317.6% |
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