-48.9%
NKE vs IEF
-2.7%
-46.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.8% |
| 7D | -4.2% | -1.3% | -2.8% | -2.2% |
| 30D | -8.2% | -1.7% | -6.4% | -5.7% |
| 3M | -19.1% | -2.5% | -16.6% | -15.9% |
| 6M | -32.6% | -3.3% | -29.4% | -29.5% |
| YTD | -40.7% | -2.8% | -37.9% | -38.3% |
| 1Y | -48.9% | -2.7% | -46.1% | -45.7% |
| All | -48.9% | -2.7% | -46.2% | -45.7% |
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