-74.9%
NKE vs IBB
+20.0%
-94.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | -2.3% | -3.9% | +1.6% | 0.0% |
| 30D | -10.4% | +2.7% | -13.1% | -12.1% |
| 3M | -15.5% | +21.4% | -36.8% | -25.7% |
| 6M | -32.6% | +20.1% | -52.7% | -40.6% |
| YTD | -39.8% | +21.9% | -61.7% | -47.6% |
| 1Y | -47.6% | +44.1% | -91.7% | -59.4% |
| 3Y | -59.0% | +63.4% | -122.4% | -71.7% |
| 5Y | -74.9% | +19.8% | -94.7% | -80.2% |
| All | -74.9% | +20.0% | -94.9% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling