-74.7%
NKE vs IEF
-9.5%
-65.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.2% | -1.3% | -2.8% | -3.7% |
| 30D | -8.2% | -1.7% | -6.4% | -7.5% |
| 3M | -19.1% | -2.5% | -16.6% | -18.3% |
| 6M | -32.6% | -3.3% | -29.4% | -31.8% |
| YTD | -40.7% | -2.8% | -37.9% | -40.0% |
| 1Y | -48.9% | -2.7% | -46.1% | -48.3% |
| 3Y | -59.2% | +8.9% | -68.1% | -60.3% |
| All | -74.7% | -9.5% | -65.2% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling