+374.0%
NKE vs ICE
+2,279.0%
-1,905.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.1% |
| 7D | -0.1% | -1.2% | +1.1% | +0.3% |
| 30D | -7.7% | +5.0% | -12.6% | -9.0% |
| 3M | -10.9% | +13.9% | -24.8% | -14.4% |
| 6M | -31.9% | -4.4% | -27.4% | -31.2% |
| YTD | -38.6% | -1.9% | -36.7% | -38.7% |
| 1Y | -46.9% | -8.1% | -38.8% | -46.0% |
| 3Y | -58.2% | +42.5% | -100.7% | -62.9% |
| 5Y | -74.0% | +40.6% | -114.7% | -76.8% |
| 10Y | -21.6% | +217.1% | -238.7% | -43.9% |
| All | +374.0% | +2,279.0% | -1,905.0% | +124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling