+845.5%
NKE vs IWF
+720.7%
+124.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | -2.3% | +0.5% | -2.9% | -2.7% |
| 30D | -10.4% | -1.4% | -9.0% | -9.5% |
| 3M | -15.5% | +0.4% | -15.9% | -16.3% |
| 6M | -32.6% | +8.5% | -41.1% | -37.4% |
| YTD | -39.8% | +3.7% | -43.5% | -42.1% |
| 1Y | -47.6% | +8.5% | -56.0% | -51.6% |
| 3Y | -59.0% | +78.5% | -137.5% | -75.1% |
| 5Y | -74.9% | +73.6% | -148.6% | -84.4% |
| 10Y | -21.9% | +421.3% | -443.2% | -79.5% |
| All | +845.5% | +720.7% | +124.8% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling