-60.9%
NKE vs IP
+18.8%
-79.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.4% |
| 30D | +7.6% | +7.9% | -0.3% | +5.1% |
| 3M | -6.9% | -15.3% | +8.4% | -2.1% |
| 6M | -8.5% | +10.5% | -19.0% | -12.4% |
| YTD | -38.8% | -9.4% | -29.4% | -38.1% |
| 1Y | -40.6% | -4.6% | -35.9% | -41.0% |
| 3Y | -60.9% | +21.2% | -82.2% | -61.6% |
| All | -60.9% | +18.8% | -79.7% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling