+990.2%
IBKR vs NSC
+332.1%
+658.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | -1.3% | -2.8% | +1.4% | 0.0% |
| 30D | -0.2% | -4.5% | +4.3% | +2.0% |
| 3M | +3.0% | +3.5% | -0.6% | +0.7% |
| 6M | +33.9% | +8.5% | +25.3% | +27.2% |
| YTD | +42.5% | +12.3% | +30.2% | +32.8% |
| 1Y | +44.9% | +18.9% | +25.9% | +31.0% |
| 3Y | +293.0% | +74.1% | +218.9% | +185.0% |
| 5Y | +497.7% | +43.9% | +453.7% | +366.2% |
| All | +990.2% | +332.1% | +658.1% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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