-75.5%
NKE vs IWD
+73.1%
-148.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.9% |
| 7D | -4.6% | +1.7% | -6.2% | -6.5% |
| 30D | +6.9% | +3.2% | +3.7% | +2.9% |
| 3M | -5.8% | +2.3% | -8.1% | -8.2% |
| 6M | -9.1% | +12.9% | -22.0% | -21.8% |
| YTD | -39.2% | +26.2% | -65.4% | -54.6% |
| 1Y | -39.2% | +28.3% | -67.5% | -55.6% |
| 3Y | -61.8% | +84.4% | -146.2% | -82.7% |
| 5Y | -75.5% | +73.0% | -148.5% | -88.0% |
| All | -75.5% | +73.1% | -148.6% | -88.0% |
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