+452.9%
NFLX vs IWD
+202.4%
+250.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.5% |
| 7D | -4.4% | +1.7% | -6.1% | -5.6% |
| 30D | -11.0% | +3.2% | -14.2% | -13.3% |
| 3M | -15.5% | +2.3% | -17.8% | -17.0% |
| 6M | -28.5% | +12.9% | -41.4% | -35.2% |
| YTD | -33.1% | +26.2% | -59.4% | -44.8% |
| 1Y | -45.8% | +28.3% | -74.1% | -56.0% |
| 3Y | +40.2% | +84.4% | -44.2% | -16.3% |
| 5Y | -8.2% | +73.0% | -81.1% | -41.5% |
| All | +452.9% | +202.4% | +250.6% | +145.0% |
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