-59.2%
NKE vs IVZ
+134.7%
-194.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -4.2% | -2.4% | -1.8% | -3.5% |
| 30D | -8.2% | +3.0% | -11.2% | -9.1% |
| 3M | -19.1% | +14.9% | -33.9% | -23.0% |
| 6M | -32.6% | +36.7% | -69.4% | -39.7% |
| YTD | -40.7% | +25.7% | -66.4% | -45.5% |
| 1Y | -48.9% | +47.7% | -96.6% | -55.6% |
| 3Y | -59.2% | +138.8% | -198.1% | -71.2% |
| All | -59.2% | +134.7% | -194.0% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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