-75.6%
NKE vs IOT
+54.4%
-129.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -5.5% | -0.8% | -4.7% | -5.4% |
| 30D | -10.4% | -4.7% | -5.8% | -9.9% |
| 3M | -15.8% | +17.8% | -33.6% | -18.4% |
| 6M | -33.4% | +16.8% | -50.3% | -35.8% |
| YTD | -41.0% | +8.4% | -49.4% | -42.9% |
| 1Y | -49.1% | -0.8% | -48.3% | -50.2% |
| 3Y | -59.8% | +25.7% | -85.5% | -64.1% |
| All | -75.6% | +54.4% | -129.9% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling