-24.0%
NKE vs IRM
+440.8%
-464.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.1% |
| 7D | -4.2% | -1.4% | -2.7% | -3.7% |
| 30D | -8.2% | -7.4% | -0.8% | -6.2% |
| 3M | -19.1% | -7.4% | -11.7% | -17.7% |
| 6M | -32.6% | +8.7% | -41.3% | -35.4% |
| YTD | -40.7% | +40.9% | -81.7% | -48.1% |
| 1Y | -48.9% | +20.5% | -69.4% | -53.1% |
| 3Y | -59.2% | +101.7% | -160.9% | -69.8% |
| 5Y | -75.3% | +197.7% | -273.0% | -84.2% |
| All | -24.0% | +440.8% | -464.8% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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