+12.4%
IYR vs NSC
+24.4%
-11.9%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.9% |
| 7D | +6.9% | +1.8% | +5.1% | +6.4% |
| 30D | +10.2% | +8.8% | +1.4% | +7.5% |
| 3M | -0.3% | +1.2% | -1.6% | -0.7% |
| 6M | +3.6% | +11.3% | -7.7% | -0.3% |
| YTD | +12.5% | +20.7% | -8.2% | +5.1% |
| 1Y | +12.4% | +23.4% | -11.0% | +3.7% |
| All | +12.4% | +24.4% | -11.9% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling