-74.8%
NKE vs IBN
+55.4%
-130.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -5.5% | -5.5% | -0.1% | -3.4% |
| 30D | -10.4% | -3.4% | -7.0% | -9.3% |
| 3M | -15.8% | +8.7% | -24.5% | -18.8% |
| 6M | -33.4% | +3.7% | -37.1% | -34.6% |
| YTD | -41.0% | -2.4% | -38.6% | -40.8% |
| 1Y | -49.1% | -8.1% | -41.0% | -47.8% |
| 3Y | -59.8% | +26.3% | -86.1% | -64.8% |
| All | -74.8% | +55.4% | -130.3% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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