+693.2%
NKE vs IEF
+126.7%
+566.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.5% |
| 7D | -5.5% | -1.2% | -4.4% | -6.4% |
| 30D | -10.4% | -1.5% | -9.0% | -11.5% |
| 3M | -15.8% | -1.7% | -14.1% | -16.9% |
| 6M | -33.4% | -3.5% | -29.9% | -35.4% |
| YTD | -41.0% | -2.6% | -38.4% | -42.3% |
| 1Y | -49.1% | -2.4% | -46.7% | -50.1% |
| 3Y | -59.8% | +8.9% | -68.7% | -57.0% |
| 5Y | -75.5% | -9.2% | -66.2% | -78.7% |
| 10Y | -23.5% | +3.9% | -27.3% | -21.1% |
| All | +693.2% | +126.7% | +566.5% | +1,920.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling