-24.0%
NKE vs IWD
+203.8%
-227.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.4% |
| 7D | -4.2% | -0.8% | -3.4% | -3.4% |
| 30D | -8.2% | -0.8% | -7.3% | -7.3% |
| 3M | -19.1% | +6.9% | -26.0% | -24.5% |
| 6M | -32.6% | +18.3% | -50.9% | -43.5% |
| YTD | -40.7% | +22.4% | -63.1% | -51.9% |
| 1Y | -48.9% | +27.4% | -76.3% | -60.2% |
| 3Y | -59.2% | +71.2% | -130.4% | -76.5% |
| 5Y | -75.3% | +75.7% | -151.1% | -85.9% |
| All | -24.0% | +203.8% | -227.8% | -72.3% |
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