+140.5%
IBM vs NSC
+336.2%
-195.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +3.9% |
| 7D | +3.6% | -2.0% | +5.6% | +4.4% |
| 30D | +1.5% | -3.2% | +4.7% | +2.7% |
| 3M | -12.9% | +3.9% | -16.8% | -14.5% |
| 6M | -3.9% | +7.8% | -11.7% | -7.7% |
| YTD | -17.3% | +13.4% | -30.8% | -22.5% |
| 1Y | -5.0% | +20.3% | -25.3% | -13.1% |
| 3Y | +78.2% | +76.1% | +2.1% | +34.3% |
| 5Y | +120.6% | +45.0% | +75.6% | +76.8% |
| All | +140.5% | +336.2% | -195.7% | +22.8% |
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