-59.2%
NKE vs IOT
+23.8%
-83.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -4.2% | -4.5% | +0.4% | -3.6% |
| 30D | -8.2% | -2.4% | -5.8% | -8.0% |
| 3M | -19.1% | +19.0% | -38.1% | -21.1% |
| 6M | -32.6% | +19.6% | -52.3% | -34.7% |
| YTD | -40.7% | +8.3% | -49.0% | -42.2% |
| 1Y | -48.9% | -0.8% | -48.1% | -49.7% |
| 3Y | -59.2% | +24.4% | -83.6% | -62.7% |
| All | -59.2% | +23.8% | -83.1% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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