-24.0%
NKE vs IWF
+422.7%
-446.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -4.2% | -0.9% | -3.2% | -3.4% |
| 30D | -8.2% | -1.7% | -6.5% | -7.0% |
| 3M | -19.1% | +0.7% | -19.7% | -20.1% |
| 6M | -32.6% | +8.6% | -41.2% | -37.7% |
| YTD | -40.7% | +3.5% | -44.2% | -43.0% |
| 1Y | -48.9% | +7.0% | -55.9% | -52.5% |
| 3Y | -59.2% | +76.3% | -135.6% | -76.1% |
| 5Y | -75.3% | +74.8% | -150.1% | -85.6% |
| All | -24.0% | +422.7% | -446.7% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling