+776.1%
IVV vs NSC
+2,934.2%
-2,158.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +0.1% | -5.5% | +5.6% | +2.3% |
| 30D | +0.1% | -3.2% | +3.3% | +1.2% |
| 3M | +2.0% | +7.7% | -5.7% | -1.2% |
| 6M | +13.0% | +4.5% | +8.5% | +10.4% |
| YTD | +13.6% | +15.6% | -2.0% | +6.6% |
| 1Y | +20.1% | +19.8% | +0.2% | +11.0% |
| 3Y | +77.6% | +70.1% | +7.5% | +40.6% |
| 5Y | +82.5% | +46.1% | +36.4% | +51.6% |
| 10Y | +316.5% | +328.1% | -11.6% | +124.8% |
| All | +776.1% | +2,934.2% | -2,158.1% | +144.2% |
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