+423.4%
NFLX vs IWD
+212.1%
+211.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | -0.8% |
| 7D | +2.6% | +1.3% | +1.3% | +1.6% |
| 30D | -9.0% | +3.6% | -12.6% | -11.6% |
| 3M | -13.7% | +2.3% | -16.1% | -15.2% |
| 6M | -26.9% | +13.0% | -39.9% | -33.8% |
| YTD | -31.8% | +26.2% | -58.0% | -43.7% |
| 1Y | -42.1% | +30.5% | -72.5% | -53.5% |
| 3Y | +47.0% | +86.2% | -39.2% | -12.8% |
| 5Y | -2.5% | +72.9% | -75.4% | -37.8% |
| 10Y | +423.4% | +205.0% | +218.3% | +151.4% |
| All | +423.4% | +212.1% | +211.3% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling