+300.2%
IVV vs NSC
+308.0%
-7.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +1.4% |
| 7D | -2.7% | -6.2% | +3.5% | 0.0% |
| 30D | -5.4% | +2.6% | -7.9% | -6.5% |
| 3M | -4.1% | -5.8% | +1.8% | -1.8% |
| 6M | +0.7% | +2.1% | -1.4% | -0.9% |
| YTD | +8.7% | +12.7% | -4.0% | +2.0% |
| 1Y | +11.0% | +15.9% | -4.9% | +2.7% |
| 3Y | +75.4% | +74.0% | +1.4% | +31.2% |
| 5Y | +68.3% | +25.2% | +43.1% | +44.7% |
| All | +300.2% | +308.0% | -7.8% | +118.1% |
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 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