-59.2%
NKE vs ICE
+41.6%
-100.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.2% | -2.4% | -1.8% | -3.5% |
| 30D | -8.2% | +4.0% | -12.2% | -9.2% |
| 3M | -19.1% | +13.7% | -32.8% | -22.0% |
| 6M | -32.6% | +0.9% | -33.6% | -33.3% |
| YTD | -40.7% | -2.1% | -38.6% | -41.0% |
| 1Y | -48.9% | -9.5% | -39.3% | -48.0% |
| 3Y | -59.2% | +42.1% | -101.3% | -64.5% |
| All | -59.2% | +41.6% | -100.8% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling