+38.0%
IGV vs NKE
-60.1%
+98.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.3% |
| 7D | -5.4% | -5.5% | +0.2% | -4.4% |
| 30D | -2.6% | -10.4% | +7.8% | -0.8% |
| 3M | +10.5% | -15.8% | +26.3% | +13.6% |
| 6M | +18.2% | -33.4% | +51.6% | +25.9% |
| YTD | -4.2% | -41.0% | +36.8% | +4.0% |
| 1Y | -9.8% | -49.1% | +39.2% | +0.3% |
| All | +38.0% | -60.1% | +98.1% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 3y: compounded portfolio wealth divided by compounded NKE 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…
3y analysis · Full analysis span regression · 6 months rolling