-47.4%
NKE vs IEF
-0.2%
-47.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -2.0% | -0.3% | -1.7% | -1.6% |
| 30D | -8.6% | -0.8% | -7.8% | -7.5% |
| 3M | -11.0% | -1.0% | -10.1% | -9.8% |
| 6M | -33.2% | -2.8% | -30.5% | -31.3% |
| YTD | -38.1% | -1.5% | -36.6% | -37.0% |
| 1Y | -47.4% | -0.4% | -46.9% | -47.0% |
| All | -47.4% | -0.2% | -47.1% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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