-32.2%
NKE vs IP
-2.1%
-30.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.4% | +2.4% |
| 7D | +1.9% | -3.0% | +5.0% | +2.9% |
| 30D | +14.9% | +10.6% | +4.3% | +11.5% |
| 3M | -3.4% | -13.6% | +10.2% | +0.3% |
| 6M | -7.9% | +10.4% | -18.3% | -11.9% |
| YTD | -35.8% | -6.5% | -29.3% | -36.2% |
| All | -32.2% | -2.1% | -30.1% | -34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling