+265.2%
NKE vs IBKR
+1,349.8%
-1,084.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | -4.2% | -1.3% | -2.8% | -3.7% |
| 30D | -8.2% | -0.2% | -8.0% | -8.5% |
| 3M | -19.1% | +3.0% | -22.0% | -20.7% |
| 6M | -32.6% | +33.9% | -66.5% | -39.9% |
| YTD | -40.7% | +42.5% | -83.2% | -48.5% |
| 1Y | -48.9% | +44.9% | -93.7% | -56.2% |
| 3Y | -59.2% | +293.0% | -352.2% | -76.5% |
| 5Y | -75.3% | +497.7% | -573.0% | -88.0% |
| 10Y | -23.1% | +1,004.4% | -1,027.5% | -71.4% |
| All | +265.2% | +1,349.8% | -1,084.6% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling