-24.0%
NKE vs ICE
+220.6%
-244.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.1% |
| 7D | -4.2% | -2.4% | -1.8% | -2.9% |
| 30D | -8.2% | +4.0% | -12.2% | -10.1% |
| 3M | -19.1% | +13.7% | -32.8% | -24.7% |
| 6M | -32.6% | +0.9% | -33.6% | -33.6% |
| YTD | -40.7% | -2.1% | -38.6% | -40.9% |
| 1Y | -48.9% | -9.5% | -39.3% | -46.8% |
| 3Y | -59.2% | +42.1% | -101.3% | -68.2% |
| 5Y | -75.3% | +41.4% | -116.7% | -81.0% |
| All | -24.0% | +220.6% | -244.6% | -56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling