+144.3%
IWM vs NSC
+302.7%
-158.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | +2.8% | +1.6% | +1.1% | +1.9% |
| 30D | +0.6% | +4.2% | -3.6% | -1.6% |
| 3M | -7.8% | -0.2% | -7.5% | -7.9% |
| 6M | -1.0% | +7.6% | -8.5% | -5.5% |
| YTD | +13.9% | +17.4% | -3.5% | +3.2% |
| 1Y | +15.4% | +18.3% | -2.8% | +4.2% |
| 3Y | +70.2% | +79.8% | -9.6% | +19.8% |
| 5Y | +23.7% | +34.3% | -10.7% | +0.3% |
| All | +144.3% | +302.7% | -158.4% | +20.9% |
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