-59.2%
NKE vs IFF
+29.0%
-88.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.2% | -3.2% | -1.0% | -3.0% |
| 30D | -8.2% | -0.3% | -7.9% | -8.1% |
| 3M | -19.1% | +8.4% | -27.5% | -21.7% |
| 6M | -32.6% | +23.0% | -55.7% | -38.3% |
| YTD | -40.7% | +25.5% | -66.2% | -46.4% |
| 1Y | -48.9% | +29.1% | -77.9% | -54.4% |
| 3Y | -59.2% | +31.7% | -90.9% | -62.4% |
| All | -59.2% | +29.0% | -88.2% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling