-11.2%
NKE vs IP
+24.7%
-36.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.6% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +11.4% | +9.4% | +2.0% | +7.6% |
| 3M | -7.2% | -14.1% | +6.9% | -1.8% |
| 6M | -10.7% | +9.2% | -19.8% | -14.8% |
| YTD | -37.7% | -7.5% | -30.2% | -37.4% |
| 1Y | -34.3% | -2.8% | -31.5% | -35.4% |
| 3Y | -60.9% | +21.2% | -82.2% | -66.3% |
| 5Y | -74.8% | -11.5% | -63.3% | -75.6% |
| 10Y | -11.2% | +23.7% | -34.9% | -32.2% |
| All | -11.2% | +24.7% | -36.0% | -32.2% |
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