-21.6%
NKE vs IP
+20.7%
-42.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | 0.0% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -7.7% | -11.2% | +3.6% | -3.4% |
| 3M | -10.9% | +12.3% | -23.2% | -15.8% |
| 6M | -31.9% | -5.2% | -26.6% | -31.7% |
| YTD | -38.6% | -4.0% | -34.7% | -39.2% |
| 1Y | -46.9% | -19.2% | -27.7% | -44.0% |
| 3Y | -58.2% | +20.3% | -78.5% | -63.8% |
| 5Y | -74.0% | -17.5% | -56.5% | -74.1% |
| 10Y | -21.6% | +21.2% | -42.7% | -37.2% |
| All | -21.6% | +20.7% | -42.2% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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