+22.8%
IGV vs NKE
-75.2%
+97.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | 0.0% |
| 7D | -5.4% | -5.5% | +0.2% | -3.6% |
| 30D | -2.6% | -10.4% | +7.8% | +0.8% |
| 3M | +10.5% | -15.8% | +26.3% | +16.4% |
| 6M | +18.2% | -33.4% | +51.6% | +33.4% |
| YTD | -4.2% | -41.0% | +36.8% | +12.4% |
| 1Y | -9.8% | -49.1% | +39.2% | +10.6% |
| 3Y | +39.1% | -59.8% | +98.9% | +76.1% |
| All | +22.8% | -75.2% | +97.9% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling