+25.8%
IWM vs NSC
+28.0%
-2.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +0.3% | -3.4% | +3.7% | +2.0% |
| 30D | +0.6% | +3.6% | -3.0% | -1.1% |
| 3M | -6.2% | -1.4% | -4.8% | -5.8% |
| 6M | -0.8% | +6.0% | -6.7% | -4.3% |
| YTD | +14.8% | +15.5% | -0.7% | +5.5% |
| 1Y | +16.1% | +16.2% | -0.1% | +6.4% |
| 3Y | +71.5% | +76.9% | -5.4% | +22.9% |
| 5Y | +25.8% | +29.3% | -3.6% | +0.6% |
| All | +25.8% | +28.0% | -2.3% | +0.6% |
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