+670.3%
NFLX vs IWD
+195.2%
+475.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.2% |
| 7D | -5.0% | -0.2% | -4.8% | -4.8% |
| 30D | +3.5% | -0.8% | +4.3% | +4.3% |
| 3M | -7.1% | +8.0% | -15.1% | -12.7% |
| 6M | -22.5% | +18.2% | -40.7% | -32.4% |
| YTD | -18.1% | +22.3% | -40.5% | -30.7% |
| 1Y | -38.3% | +28.9% | -67.2% | -50.1% |
| 3Y | +73.4% | +71.5% | +1.8% | +9.7% |
| 5Y | +26.7% | +73.6% | -46.9% | -19.1% |
| 10Y | +670.3% | +194.7% | +475.6% | +227.6% |
| All | +670.3% | +195.2% | +475.2% | +227.6% |
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