+312.0%
IVV vs NKE
-14.7%
+326.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +3.3% | -4.6% | +7.9% | +4.8% |
| 30D | -2.7% | +6.9% | -9.5% | -4.8% |
| 3M | -1.7% | -5.8% | +4.1% | -0.2% |
| 6M | +3.2% | -9.1% | +12.2% | +5.3% |
| YTD | +12.0% | -39.2% | +51.2% | +29.1% |
| 1Y | +12.1% | -39.2% | +51.4% | +28.5% |
| 3Y | +78.6% | -61.8% | +140.5% | +130.5% |
| 5Y | +73.8% | -75.5% | +149.4% | +162.5% |
| All | +312.0% | -14.7% | +326.7% | +292.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling