+1,140.7%
NKE vs IRM
+9,823.4%
-8,682.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -2.3% | +3.0% | -5.3% | -3.0% |
| 30D | -10.4% | -5.2% | -5.1% | -9.4% |
| 3M | -15.5% | -8.0% | -7.4% | -14.2% |
| 6M | -32.6% | +9.2% | -41.8% | -34.6% |
| YTD | -39.8% | +41.0% | -80.8% | -45.3% |
| 1Y | -47.6% | +23.3% | -70.8% | -50.9% |
| 3Y | -59.0% | +102.8% | -161.8% | -66.5% |
| 5Y | -74.9% | +192.8% | -267.7% | -81.3% |
| 10Y | -21.9% | +439.6% | -461.6% | -51.0% |
| All | +1,140.7% | +9,823.4% | -8,682.6% | +484.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling