-48.9%
NKE vs ICE
-7.7%
-41.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.2% | -2.4% | -1.8% | -3.6% |
| 30D | -8.2% | +4.0% | -12.2% | -9.0% |
| 3M | -19.1% | +13.7% | -32.8% | -21.8% |
| 6M | -32.6% | +0.9% | -33.6% | -33.9% |
| YTD | -40.7% | -2.1% | -38.6% | -41.7% |
| 1Y | -48.9% | -9.5% | -39.3% | -56.3% |
| All | -48.9% | -7.7% | -41.1% | -56.3% |
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