-8.5%
NFLX vs IWD
+72.9%
-81.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | -2.0% | +2.3% | -4.3% | -4.3% |
| 30D | -11.9% | +3.6% | -15.5% | -15.2% |
| 3M | -20.6% | +2.2% | -22.7% | -22.3% |
| 6M | -29.0% | +13.0% | -42.0% | -37.8% |
| YTD | -33.7% | +26.5% | -60.2% | -49.1% |
| 1Y | -46.2% | +30.1% | -76.3% | -60.1% |
| 3Y | +39.8% | +84.9% | -45.1% | -36.4% |
| All | -8.5% | +72.9% | -81.4% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling