+677.4%
NKE vs IAG
+368.9%
+308.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -0.1% | +4.3% | -4.3% | -0.2% |
| 30D | -7.7% | +9.8% | -17.4% | -8.0% |
| 3M | -10.9% | +28.9% | -39.8% | -11.8% |
| 6M | -31.9% | -7.6% | -24.3% | -31.9% |
| YTD | -38.6% | +22.0% | -60.6% | -39.4% |
| 1Y | -46.9% | +99.5% | -146.4% | -48.6% |
| 3Y | -58.2% | +818.3% | -876.4% | -62.1% |
| 5Y | -74.0% | +785.9% | -859.9% | -76.7% |
| 10Y | -21.6% | +381.1% | -402.7% | -30.2% |
| All | +677.4% | +368.9% | +308.6% | +463.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 all: compounded portfolio wealth divided by compounded IAG 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…
all analysis · Full analysis span regression · 6 months rolling