-37.8%
NFLX vs IYR
+8.4%
-46.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.1% |
| 7D | -4.2% | -1.2% | -3.0% | -3.9% |
| 30D | +5.5% | -2.9% | +8.3% | +6.3% |
| 3M | -4.1% | +0.8% | -4.9% | -3.7% |
| 6M | -20.7% | +1.9% | -22.5% | -21.4% |
| YTD | -16.5% | +9.6% | -26.2% | -16.6% |
| 1Y | -37.8% | +8.1% | -45.9% | -38.4% |
| All | -37.8% | +8.4% | -46.2% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling