+335.7%
NSC vs IAG
+401.0%
-65.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -2.0% | +1.7% | -3.7% | -2.1% |
| 30D | -3.2% | +11.4% | -14.6% | -3.6% |
| 3M | +3.9% | +33.0% | -29.1% | +2.8% |
| 6M | +7.8% | -6.0% | +13.8% | +7.7% |
| YTD | +13.4% | +24.6% | -11.2% | +11.9% |
| 1Y | +20.3% | +105.0% | -84.7% | +16.3% |
| 3Y | +76.1% | +837.9% | -761.8% | +57.2% |
| 5Y | +45.0% | +817.0% | -772.0% | +26.9% |
| 10Y | +335.7% | +425.3% | -89.6% | +278.6% |
| All | +335.7% | +401.0% | -65.3% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling