+1,045.0%
IJH vs NSC
+3,132.7%
-2,087.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.5% | -1.4% | -1.1% | -1.9% |
| 30D | -5.0% | -3.4% | -1.7% | -3.7% |
| 3M | +0.5% | +5.1% | -4.5% | -1.9% |
| 6M | +8.2% | +9.2% | -1.0% | +3.5% |
| YTD | +12.5% | +13.4% | -1.0% | +5.6% |
| 1Y | +14.4% | +20.8% | -6.4% | +4.4% |
| 3Y | +49.5% | +76.1% | -26.6% | +13.9% |
| 5Y | +47.8% | +45.3% | +2.5% | +21.2% |
| 10Y | +180.4% | +335.7% | -155.3% | +43.3% |
| All | +1,045.0% | +3,132.7% | -2,087.7% | +198.1% |
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