+18.9%
IWM vs NKE
-33.0%
+51.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +0.9% |
| 7D | +1.0% | +9.0% | -8.0% | 0.0% |
| 30D | +0.2% | +19.2% | -19.0% | -1.7% |
| 3M | -5.6% | -1.5% | -4.1% | -5.5% |
| 6M | +2.7% | -4.2% | +6.9% | +2.9% |
| YTD | +16.2% | -34.8% | +50.9% | +21.9% |
| 1Y | +18.9% | -31.7% | +50.6% | +23.7% |
| All | +18.9% | -33.0% | +51.9% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling