+738.6%
IVV vs NSC
+2,858.7%
-2,120.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +1.3% |
| 7D | -2.7% | -6.2% | +3.5% | -0.3% |
| 30D | -5.4% | +2.6% | -7.9% | -6.3% |
| 3M | -4.1% | -5.8% | +1.8% | -2.1% |
| 6M | +0.7% | +2.1% | -1.4% | -0.7% |
| YTD | +8.7% | +12.7% | -4.0% | +2.9% |
| 1Y | +11.0% | +15.9% | -4.9% | +3.8% |
| 3Y | +75.4% | +74.0% | +1.4% | +37.7% |
| 5Y | +68.3% | +25.2% | +43.1% | +48.3% |
| 10Y | +315.5% | +326.2% | -10.7% | +124.6% |
| All | +738.6% | +2,858.7% | -2,120.0% | +135.7% |
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