+65,302.9%
NFLX vs IYR
+511.6%
+64,791.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.0% |
| 7D | -4.2% | -1.2% | -3.0% | -3.7% |
| 30D | +5.5% | -2.9% | +8.3% | +6.9% |
| 3M | -4.1% | +0.8% | -4.9% | -4.4% |
| 6M | -20.7% | +1.9% | -22.5% | -21.5% |
| YTD | -16.5% | +9.6% | -26.2% | -20.2% |
| 1Y | -37.8% | +8.1% | -45.9% | -40.3% |
| 3Y | +77.9% | +29.2% | +48.7% | +54.4% |
| 5Y | +32.5% | +4.3% | +28.2% | +27.6% |
| 10Y | +703.6% | +64.7% | +638.9% | +507.0% |
| All | +65,302.9% | +511.6% | +64,791.4% | +12,899.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling