-32.6%
NKE vs IBKR
+34.2%
-66.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | -4.2% | -1.3% | -2.8% | -4.1% |
| 30D | -8.2% | -0.2% | -8.0% | -8.3% |
| 3M | -19.1% | +3.0% | -22.0% | -20.3% |
| 6M | -32.6% | +33.9% | -66.5% | -38.7% |
| All | -32.6% | +34.2% | -66.8% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 6mo: compounded portfolio wealth divided by compounded IBKR 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…
6mo analysis · Full analysis span regression · 6 months rolling