+71.5%
IWM vs NSC
+79.0%
-7.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +0.3% | -3.4% | +3.7% | +1.8% |
| 30D | +0.6% | +3.6% | -3.0% | -0.9% |
| 3M | -6.2% | -1.4% | -4.8% | -5.8% |
| 6M | -0.8% | +6.0% | -6.7% | -3.9% |
| YTD | +14.8% | +15.5% | -0.7% | +6.3% |
| 1Y | +16.1% | +16.2% | -0.1% | +7.3% |
| 3Y | +71.5% | +76.9% | -5.4% | +26.2% |
| All | +71.5% | +79.0% | -7.5% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling