+676.2%
NKE vs IBB
+560.8%
+115.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -2.0% | +1.4% | -3.4% | -2.6% |
| 30D | -8.6% | +10.5% | -19.1% | -12.9% |
| 3M | -11.0% | +23.6% | -34.7% | -19.8% |
| 6M | -33.2% | +22.6% | -55.9% | -39.7% |
| YTD | -38.1% | +25.7% | -63.8% | -44.9% |
| 1Y | -47.4% | +51.4% | -98.7% | -57.1% |
| 3Y | -59.8% | +64.4% | -124.2% | -68.7% |
| 5Y | -74.2% | +22.1% | -96.4% | -77.1% |
| 10Y | -23.5% | +132.5% | -155.9% | -49.9% |
| All | +676.2% | +560.8% | +115.4% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling