-12.5%
NKE vs IBB
+126.8%
-139.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -1.6% | -0.5% | -1.0% | -1.2% |
| 30D | +7.6% | +4.6% | +3.1% | +4.8% |
| 3M | -6.9% | +6.8% | -13.7% | -10.8% |
| 6M | -8.5% | +23.1% | -31.6% | -19.7% |
| YTD | -38.8% | +26.0% | -64.8% | -47.3% |
| 1Y | -40.6% | +30.4% | -70.9% | -50.0% |
| 3Y | -60.9% | +85.4% | -146.3% | -73.8% |
| 5Y | -75.4% | +39.7% | -115.1% | -80.7% |
| All | -12.5% | +126.8% | -139.2% | -47.7% |
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