+73.1%
IVV vs NKE
-75.5%
+148.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +2.6% | -1.6% | +4.1% | +2.9% |
| 30D | -2.0% | +7.6% | -9.6% | -3.8% |
| 3M | -2.8% | -6.9% | +4.1% | -1.3% |
| 6M | +2.2% | -8.5% | +10.7% | +3.7% |
| YTD | +11.5% | -38.8% | +50.3% | +24.7% |
| 1Y | +13.5% | -40.6% | +54.1% | +27.4% |
| 3Y | +78.1% | -60.9% | +139.0% | +117.2% |
| All | +73.1% | -75.5% | +148.5% | +153.6% |
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