+831.5%
NKE vs IJR
+1,125.8%
-294.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | -4.2% | -2.2% | -2.0% | -2.6% |
| 30D | -8.2% | -4.6% | -3.6% | -5.1% |
| 3M | -19.1% | +0.2% | -19.3% | -19.4% |
| 6M | -32.6% | +14.7% | -47.4% | -39.1% |
| YTD | -40.7% | +18.9% | -59.6% | -47.7% |
| 1Y | -48.9% | +19.9% | -68.8% | -55.2% |
| 3Y | -59.2% | +53.0% | -112.3% | -70.3% |
| 5Y | -75.3% | +40.9% | -116.2% | -80.8% |
| 10Y | -23.1% | +171.1% | -194.2% | -63.7% |
| All | +831.5% | +1,125.8% | -294.3% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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