-60.9%
NKE vs IBB
+86.1%
-147.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -1.6% | -0.5% | -1.0% | -1.3% |
| 30D | +7.6% | +4.6% | +3.1% | +5.5% |
| 3M | -6.9% | +6.8% | -13.7% | -10.0% |
| 6M | -8.5% | +23.1% | -31.6% | -17.8% |
| YTD | -38.8% | +26.0% | -64.8% | -45.9% |
| 1Y | -40.6% | +30.4% | -70.9% | -48.5% |
| 3Y | -60.9% | +85.4% | -146.3% | -71.2% |
| All | -60.9% | +86.1% | -147.0% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling