+945.1%
IGV vs NKE
+781.0%
+164.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.1% |
| 7D | -1.5% | -2.3% | +0.8% | -0.5% |
| 30D | -3.0% | -10.4% | +7.3% | +1.7% |
| 3M | +9.6% | -15.5% | +25.0% | +17.4% |
| 6M | +16.1% | -32.6% | +48.8% | +36.0% |
| YTD | -3.6% | -39.8% | +36.2% | +18.3% |
| 1Y | -7.8% | -47.6% | +39.7% | +19.0% |
| 3Y | +40.0% | -59.0% | +99.0% | +89.0% |
| 5Y | +21.2% | -74.9% | +96.2% | +104.5% |
| 10Y | +364.4% | -21.9% | +386.3% | +319.6% |
| All | +945.1% | +781.0% | +164.1% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling