-31.7%
NKE vs IWD
+33.0%
-64.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +2.1% |
| 7D | +9.0% | +2.5% | +6.4% | +5.8% |
| 30D | +19.2% | +6.0% | +13.3% | +11.7% |
| 3M | -1.5% | +3.8% | -5.2% | -5.4% |
| 6M | -4.2% | +16.3% | -20.5% | -18.6% |
| YTD | -34.8% | +27.5% | -62.2% | -49.3% |
| 1Y | -31.7% | +32.8% | -64.5% | -49.0% |
| All | -31.7% | +33.0% | -64.7% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling