+82.2%
IVV vs NKE
-74.2%
+156.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -1.0% | -7.7% | +6.7% | +0.9% |
| 3M | +3.9% | -10.9% | +14.8% | +6.4% |
| 6M | +14.5% | -31.9% | +46.4% | +24.9% |
| YTD | +12.9% | -38.6% | +51.5% | +26.3% |
| 1Y | +19.4% | -46.9% | +66.3% | +38.2% |
| 3Y | +78.8% | -58.2% | +137.0% | +112.0% |
| 5Y | +82.2% | -74.0% | +156.2% | +151.1% |
| All | +82.2% | -74.2% | +156.4% | +151.1% |
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