-24.0%
NKE vs IJH
+184.0%
-208.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | -4.2% | -1.9% | -2.3% | -2.6% |
| 30D | -8.2% | -4.6% | -3.6% | -4.4% |
| 3M | -19.1% | -1.2% | -17.9% | -18.6% |
| 6M | -32.6% | +9.4% | -42.0% | -38.1% |
| YTD | -40.7% | +13.3% | -54.0% | -47.1% |
| 1Y | -48.9% | +13.4% | -62.2% | -54.4% |
| 3Y | -59.2% | +50.4% | -109.7% | -71.8% |
| 5Y | -75.3% | +49.0% | -124.3% | -82.7% |
| All | -24.0% | +184.0% | -208.0% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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