+44.9%
IBKR vs NSC
+19.9%
+25.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | -1.3% | -2.8% | +1.4% | -1.0% |
| 30D | -0.2% | -4.5% | +4.3% | +0.4% |
| 3M | +3.0% | +3.5% | -0.6% | +2.3% |
| 6M | +33.9% | +8.5% | +25.3% | +30.0% |
| YTD | +42.5% | +12.3% | +30.2% | +35.5% |
| 1Y | +44.9% | +18.9% | +25.9% | +38.1% |
| All | +44.9% | +19.9% | +25.0% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling