+322.1%
IVV vs NKE
-22.7%
+344.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -0.4% | -2.3% | +2.0% | +0.4% |
| 30D | -1.4% | -10.4% | +9.0% | +1.9% |
| 3M | +3.7% | -15.5% | +19.2% | +8.8% |
| 6M | +13.0% | -32.6% | +45.7% | +26.6% |
| YTD | +12.4% | -39.8% | +52.3% | +30.4% |
| 1Y | +18.6% | -47.6% | +66.2% | +42.9% |
| 3Y | +78.1% | -59.0% | +137.1% | +122.7% |
| 5Y | +82.3% | -74.9% | +157.2% | +171.8% |
| 10Y | +322.1% | -21.9% | +344.0% | +312.8% |
| All | +322.1% | -22.7% | +344.8% | +312.8% |
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