+808.3%
IWM vs NSC
+3,194.3%
-2,386.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.1% | -5.5% | +5.6% | +2.7% |
| 30D | -1.3% | -3.2% | +2.0% | +0.1% |
| 3M | +1.6% | +7.7% | -6.1% | -2.2% |
| 6M | +13.6% | +4.5% | +9.0% | +10.4% |
| YTD | +20.8% | +15.6% | +5.2% | +12.0% |
| 1Y | +26.4% | +19.8% | +6.6% | +15.2% |
| 3Y | +60.7% | +70.1% | -9.4% | +22.8% |
| 5Y | +38.2% | +46.1% | -7.9% | +11.9% |
| 10Y | +169.5% | +328.1% | -158.6% | +32.3% |
| All | +808.3% | +3,194.3% | -2,386.0% | +116.9% |
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 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