+6,161.3%
NKE vs IP
+364.8%
+5,796.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.6% |
| 7D | -2.0% | -5.3% | +3.3% | -0.4% |
| 30D | -8.6% | -10.9% | +2.3% | -5.4% |
| 3M | -11.0% | +11.2% | -22.2% | -14.5% |
| 6M | -33.2% | -10.2% | -23.0% | -32.0% |
| YTD | -38.1% | -2.0% | -36.1% | -38.9% |
| 1Y | -47.4% | -19.1% | -28.3% | -45.1% |
| 3Y | -59.8% | +20.9% | -80.6% | -63.7% |
| 5Y | -74.2% | -17.8% | -56.4% | -74.0% |
| 10Y | -23.5% | +23.5% | -47.0% | -34.3% |
| All | +6,161.3% | +364.8% | +5,796.5% | +2,228.6% |
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 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