-74.7%
NKE vs IVZ
+61.1%
-135.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -4.2% | -2.4% | -1.8% | -3.2% |
| 30D | -8.2% | +3.0% | -11.2% | -9.4% |
| 3M | -19.1% | +14.9% | -33.9% | -24.1% |
| 6M | -32.6% | +36.7% | -69.4% | -41.6% |
| YTD | -40.7% | +25.7% | -66.4% | -46.9% |
| 1Y | -48.9% | +47.7% | -96.6% | -57.5% |
| 3Y | -59.2% | +138.8% | -198.1% | -74.1% |
| All | -74.7% | +61.1% | -135.8% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling