+291.1%
NSC vs IAG
+384.2%
-93.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +5.9% | +1.0% |
| 7D | +1.6% | -2.1% | +3.7% | +1.7% |
| 30D | +4.2% | -6.2% | +10.4% | +4.3% |
| 3M | -0.2% | -5.1% | +4.9% | -0.2% |
| 6M | +7.6% | -10.0% | +17.5% | +7.6% |
| YTD | +17.4% | +3.9% | +13.4% | +16.4% |
| 1Y | +18.3% | +18.9% | -0.6% | +16.6% |
| 3Y | +79.8% | +651.8% | -571.9% | +61.3% |
| 5Y | +34.3% | +416.3% | -381.9% | +18.8% |
| All | +291.1% | +384.2% | -93.0% | +244.3% |
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