+51,846.2%
NFLX vs IYR
+516.6%
+51,329.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | -11.9% | +6.6% | -18.5% | -14.5% |
| 3M | -20.6% | -1.8% | -18.7% | -19.8% |
| 6M | -29.0% | +1.4% | -30.5% | -29.5% |
| YTD | -33.7% | +10.5% | -44.2% | -36.9% |
| 1Y | -46.2% | +10.6% | -56.8% | -48.8% |
| 3Y | +39.8% | +41.8% | -2.0% | +16.4% |
| 5Y | -9.0% | +6.0% | -15.0% | -12.9% |
| 10Y | +441.5% | +86.7% | +354.8% | +286.3% |
| All | +51,846.2% | +516.6% | +51,329.6% | +10,189.1% |
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