+21.2%
IWM vs NKE
-48.9%
+70.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.4% | -4.2% | +1.8% | -1.9% |
| 30D | -4.6% | -8.2% | +3.6% | -3.5% |
| 3M | -0.3% | -19.1% | +18.8% | +2.6% |
| 6M | +14.7% | -32.6% | +47.4% | +21.0% |
| YTD | +17.8% | -40.7% | +58.6% | +27.0% |
| 1Y | +21.2% | -48.9% | +70.1% | +33.3% |
| All | +21.2% | -48.9% | +70.1% | +33.3% |
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