+143.6%
IBM vs NSC
+303.9%
-160.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | -1.7% | -3.5% | +1.8% | -0.3% |
| 30D | +10.1% | +3.9% | +6.2% | +8.3% |
| 3M | +4.8% | -0.8% | +5.6% | +4.9% |
| 6M | +12.6% | +7.1% | +5.5% | +8.8% |
| YTD | -13.9% | +16.4% | -30.3% | -20.2% |
| 1Y | -18.7% | +16.9% | -35.6% | -24.8% |
| 3Y | +81.9% | +78.4% | +3.5% | +36.6% |
| 5Y | +148.3% | +33.1% | +115.2% | +108.4% |
| 10Y | +143.6% | +299.9% | -156.2% | +31.6% |
| All | +143.6% | +303.9% | -160.2% | +31.6% |
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