+1,024.7%
NKE vs IYR
+690.9%
+333.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | -2.3% | -0.9% | -1.4% | -1.8% |
| 30D | -10.4% | -2.4% | -8.0% | -9.2% |
| 3M | -15.5% | -2.0% | -13.4% | -14.6% |
| 6M | -32.6% | +2.5% | -35.1% | -33.6% |
| YTD | -39.8% | +8.3% | -48.1% | -42.3% |
| 1Y | -47.6% | +6.5% | -54.0% | -49.3% |
| 3Y | -59.0% | +29.3% | -88.3% | -64.3% |
| 5Y | -74.9% | +5.7% | -80.6% | -75.7% |
| 10Y | -21.9% | +69.2% | -91.2% | -40.6% |
| All | +1,024.7% | +690.9% | +333.8% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling