-24.0%
NKE vs IYR
+69.7%
-93.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -4.2% | -1.4% | -2.8% | -3.2% |
| 30D | -8.2% | -2.7% | -5.5% | -6.3% |
| 3M | -19.1% | -2.1% | -16.9% | -17.8% |
| 6M | -32.6% | +3.6% | -36.2% | -34.5% |
| YTD | -40.7% | +8.1% | -48.8% | -44.1% |
| 1Y | -48.9% | +4.7% | -53.6% | -50.6% |
| 3Y | -59.2% | +29.1% | -88.4% | -66.6% |
| 5Y | -75.3% | +6.9% | -82.3% | -76.8% |
| All | -24.0% | +69.7% | -93.7% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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