+41.7%
ICE vs NSC
+42.7%
-0.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.3% |
| 7D | -2.4% | -2.8% | +0.4% | -1.6% |
| 30D | +4.0% | -4.5% | +8.5% | +5.4% |
| 3M | +13.7% | +3.5% | +10.1% | +12.3% |
| 6M | +0.9% | +8.5% | -7.6% | -2.0% |
| YTD | -2.1% | +12.3% | -14.5% | -6.3% |
| 1Y | -9.5% | +18.9% | -28.5% | -15.0% |
| 3Y | +42.1% | +74.1% | -32.1% | +11.8% |
| All | +41.7% | +42.7% | -0.9% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling