-74.9%
NKE vs IWD
+72.9%
-147.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.3% |
| 7D | -2.3% | -1.2% | -1.2% | -0.9% |
| 30D | -10.4% | -1.6% | -8.7% | -8.4% |
| 3M | -15.5% | +7.0% | -22.5% | -22.2% |
| 6M | -32.6% | +17.0% | -49.6% | -44.7% |
| YTD | -39.8% | +21.6% | -61.5% | -52.9% |
| 1Y | -47.6% | +28.0% | -75.6% | -61.5% |
| 3Y | -59.0% | +70.6% | -129.6% | -79.2% |
| 5Y | -74.9% | +73.3% | -148.3% | -87.3% |
| All | -74.9% | +72.9% | -147.9% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling