-24.4%
NKE vs IBB
+125.2%
-149.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.2% |
| 7D | -5.5% | -5.2% | -0.3% | -2.7% |
| 30D | -10.4% | +1.5% | -11.9% | -11.4% |
| 3M | -15.8% | +22.1% | -38.0% | -25.4% |
| 6M | -33.4% | +17.7% | -51.1% | -39.9% |
| YTD | -41.0% | +20.2% | -61.2% | -47.5% |
| 1Y | -49.1% | +44.4% | -93.5% | -59.4% |
| 3Y | -59.8% | +61.1% | -120.9% | -70.4% |
| 5Y | -75.5% | +18.5% | -94.0% | -78.9% |
| All | -24.4% | +125.2% | -149.6% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling