-47.4%
NKE vs ICE
-7.2%
-40.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.4% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | -8.6% | +7.6% | -16.2% | -10.2% |
| 3M | -11.0% | +13.9% | -25.0% | -14.2% |
| 6M | -33.2% | -2.4% | -30.9% | -33.8% |
| YTD | -38.1% | +0.3% | -38.4% | -39.5% |
| 1Y | -47.4% | -6.4% | -40.9% | -53.2% |
| All | -47.4% | -7.2% | -40.2% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling