+2,583.6%
ICE vs NSC
+1,139.5%
+1,444.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.2% |
| 7D | +3.6% | +2.5% | +1.1% | +2.4% |
| 30D | +15.1% | +1.7% | +13.4% | +14.0% |
| 3M | +15.4% | -2.6% | +17.9% | +16.6% |
| 6M | +16.1% | +6.4% | +9.7% | +11.8% |
| YTD | +11.4% | +15.5% | -4.1% | +2.1% |
| 1Y | +18.5% | +17.6% | +0.9% | +7.6% |
| 3Y | +70.5% | +75.0% | -4.4% | +21.6% |
| 5Y | +40.9% | +32.2% | +8.8% | +14.0% |
| 10Y | +260.6% | +296.6% | -36.0% | +42.9% |
| All | +2,583.6% | +1,139.5% | +1,444.1% | +514.4% |
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