+52,297.5%
NFLX vs IVZ
+207.9%
+52,089.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -4.4% | +5.1% | -9.5% | -5.9% |
| 30D | -11.0% | -1.6% | -9.5% | -10.9% |
| 3M | -15.5% | -9.1% | -6.4% | -13.4% |
| 6M | -28.5% | +1.8% | -30.3% | -29.6% |
| YTD | -33.1% | +10.8% | -44.0% | -36.6% |
| 1Y | -45.8% | +19.1% | -65.0% | -49.9% |
| 3Y | +40.2% | +144.4% | -104.3% | -0.4% |
| 5Y | -8.2% | +33.6% | -41.7% | -21.9% |
| 10Y | +446.2% | +41.7% | +404.5% | +309.8% |
| All | +52,297.5% | +207.9% | +52,089.7% | +16,121.6% |
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