+2,413.6%
IBM vs NSC
+5,745.4%
-3,331.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -0.3% | -5.5% | +5.2% | +1.5% |
| 30D | +0.3% | -3.2% | +3.5% | +1.2% |
| 3M | -21.6% | +7.7% | -29.3% | -23.5% |
| 6M | -4.7% | +4.5% | -9.2% | -6.7% |
| YTD | -19.1% | +15.6% | -34.7% | -23.3% |
| 1Y | -2.5% | +19.8% | -22.3% | -8.7% |
| 3Y | +74.2% | +70.1% | +4.1% | +43.5% |
| 5Y | +113.1% | +46.1% | +67.0% | +81.8% |
| 10Y | +133.5% | +328.1% | -194.6% | +41.5% |
| All | +2,413.6% | +5,745.4% | -3,331.8% | +476.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling