+864.4%
NKE vs IWD
+719.8%
+144.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | -10.9% | +8.0% | -19.0% | -16.7% |
| 6M | -31.9% | +18.2% | -50.0% | -41.3% |
| YTD | -38.6% | +22.3% | -60.9% | -48.6% |
| 1Y | -46.9% | +28.9% | -75.8% | -57.5% |
| 3Y | -58.2% | +71.5% | -129.7% | -73.8% |
| 5Y | -74.0% | +73.6% | -147.6% | -83.6% |
| 10Y | -21.6% | +194.7% | -216.2% | -68.1% |
| All | +864.4% | +719.8% | +144.7% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling