-31.7%
NKE vs IBB
+42.2%
-73.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +4.6% |
| 7D | +9.0% | +2.2% | +6.8% | +8.4% |
| 30D | +19.2% | +6.3% | +12.9% | +17.4% |
| 3M | -1.5% | +16.3% | -17.8% | -5.3% |
| 6M | -4.2% | +30.0% | -34.2% | -11.6% |
| YTD | -34.8% | +31.1% | -65.9% | -39.8% |
| 1Y | -31.7% | +42.0% | -73.7% | -38.4% |
| All | -31.7% | +42.2% | -73.9% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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