+40.0%
IWM vs NSC
+46.6%
-6.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +1.4% | -1.5% | +2.9% | +2.1% |
| 30D | -2.3% | -1.9% | -0.4% | -1.5% |
| 3M | +4.0% | +6.2% | -2.3% | +0.6% |
| 6M | +17.9% | +9.2% | +8.8% | +12.0% |
| YTD | +20.2% | +15.0% | +5.2% | +11.0% |
| 1Y | +25.0% | +21.1% | +3.9% | +12.3% |
| 3Y | +66.0% | +78.6% | -12.6% | +19.2% |
| 5Y | +40.0% | +45.9% | -5.8% | +9.7% |
| All | +40.0% | +46.6% | -6.6% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling