-24.0%
NKE vs IEF
+3.8%
-27.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.4% |
| 7D | -4.2% | -1.3% | -2.8% | -4.5% |
| 30D | -8.2% | -1.7% | -6.4% | -8.6% |
| 3M | -19.1% | -2.5% | -16.6% | -19.6% |
| 6M | -32.6% | -3.3% | -29.4% | -33.2% |
| YTD | -40.7% | -2.8% | -37.9% | -41.2% |
| 1Y | -48.9% | -2.7% | -46.1% | -49.2% |
| 3Y | -59.2% | +8.9% | -68.1% | -57.9% |
| 5Y | -75.3% | -9.4% | -65.9% | -79.7% |
| All | -24.0% | +3.8% | -27.8% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling