+6,192.3%
NKE vs IP
+331.0%
+5,861.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.7% |
| 7D | -0.2% | -5.1% | +4.9% | +1.4% |
| 30D | +12.3% | +8.5% | +3.8% | +9.5% |
| 3M | -7.1% | -13.8% | +6.7% | -2.9% |
| 6M | -10.3% | +5.7% | -16.1% | -12.6% |
| YTD | -37.8% | -9.1% | -28.7% | -37.2% |
| 1Y | -35.6% | -0.8% | -34.8% | -36.7% |
| 3Y | -61.4% | +14.8% | -76.2% | -64.6% |
| 5Y | -76.2% | -11.5% | -64.7% | -76.4% |
| 10Y | -10.7% | +27.9% | -38.6% | -24.0% |
| All | +6,192.3% | +331.0% | +5,861.3% | +2,293.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling