-61.1%
NKE vs IWD
+84.7%
-145.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | -4.6% | +1.7% | -6.2% | -6.3% |
| 30D | +6.9% | +3.2% | +3.7% | +3.2% |
| 3M | -5.8% | +2.3% | -8.1% | -8.0% |
| 6M | -9.1% | +12.9% | -22.0% | -20.6% |
| YTD | -39.2% | +26.2% | -65.4% | -53.2% |
| 1Y | -39.2% | +28.3% | -67.5% | -54.1% |
| All | -61.1% | +84.7% | -145.9% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling