+69.6%
IWM vs NKE
-61.3%
+131.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.4% | -1.6% | +3.0% | +1.7% |
| 30D | +2.3% | +7.6% | -5.3% | +0.7% |
| 3M | -8.3% | -6.9% | -1.4% | -7.1% |
| 6M | -1.3% | -8.5% | +7.2% | 0.0% |
| YTD | +13.5% | -38.8% | +52.3% | +24.9% |
| 1Y | +18.4% | -40.6% | +59.0% | +30.8% |
| 3Y | +69.6% | -60.9% | +130.5% | +81.7% |
| All | +69.6% | -61.3% | +131.0% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling