-59.2%
NKE vs IJH
+49.7%
-109.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -4.2% | -1.9% | -2.3% | -2.7% |
| 30D | -8.2% | -4.6% | -3.6% | -4.8% |
| 3M | -19.1% | -1.2% | -17.9% | -18.7% |
| 6M | -32.6% | +9.4% | -42.0% | -37.9% |
| YTD | -40.7% | +13.3% | -54.0% | -46.8% |
| 1Y | -48.9% | +13.4% | -62.2% | -54.2% |
| 3Y | -59.2% | +50.4% | -109.7% | -70.6% |
| All | -59.2% | +49.7% | -109.0% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling