+6.1%
IYR vs NSC
+44.4%
-38.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.8% | -1.4% | -1.4% | -2.3% |
| 30D | -2.5% | -3.4% | +0.8% | -1.3% |
| 3M | -3.0% | +5.1% | -8.0% | -5.0% |
| 6M | +1.6% | +9.2% | -7.6% | -2.4% |
| YTD | +7.3% | +13.4% | -6.1% | +1.4% |
| 1Y | +5.6% | +20.8% | -15.2% | -2.8% |
| 3Y | +28.1% | +76.1% | -48.0% | -3.1% |
| 5Y | +6.1% | +45.3% | -39.2% | -12.4% |
| All | +6.1% | +44.4% | -38.3% | -12.4% |
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