-32.6%
NKE vs IBN
+6.0%
-38.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.2% |
| 7D | -2.3% | -5.1% | +2.8% | -0.2% |
| 30D | -10.4% | -3.5% | -6.8% | -9.0% |
| 3M | -15.5% | +11.3% | -26.8% | -20.9% |
| 6M | -32.6% | +4.4% | -37.1% | -34.4% |
| All | -32.6% | +6.0% | -38.7% | -34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling