-57.8%
NKE vs IWD
+70.9%
-128.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | +0.1% |
| 7D | -0.1% | -0.2% | +0.1% | +0.1% |
| 30D | -7.7% | -0.8% | -6.9% | -6.8% |
| 3M | -10.9% | +8.0% | -19.0% | -18.1% |
| 6M | -31.9% | +18.2% | -50.0% | -43.5% |
| YTD | -38.6% | +22.3% | -60.9% | -50.9% |
| 1Y | -46.9% | +28.9% | -75.8% | -59.9% |
| All | -57.8% | +70.9% | -128.7% | -76.2% |
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 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