-12.5%
NKE vs IWD
+203.0%
-215.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -1.6% | +2.3% | -3.8% | -3.8% |
| 30D | +7.6% | +3.6% | +4.0% | +3.9% |
| 3M | -6.9% | +2.2% | -9.0% | -8.7% |
| 6M | -8.5% | +13.0% | -21.5% | -19.3% |
| YTD | -38.8% | +26.5% | -65.3% | -52.1% |
| 1Y | -40.6% | +30.1% | -70.7% | -54.8% |
| 3Y | -60.9% | +84.9% | -145.8% | -79.3% |
| 5Y | -75.4% | +73.4% | -148.7% | -85.8% |
| All | -12.5% | +203.0% | -215.5% | -70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling