+302.5%
NSC vs IAG
+326.7%
-24.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -3.9% | +1.6% |
| 7D | -5.4% | +24.0% | -29.4% | -6.1% |
| 30D | +2.9% | +5.5% | -2.6% | +2.7% |
| 3M | -2.2% | +8.3% | -10.4% | -2.5% |
| 6M | +5.3% | +6.1% | -0.8% | +4.8% |
| YTD | +14.8% | +20.3% | -5.6% | +13.3% |
| 1Y | +16.6% | +56.5% | -39.9% | +13.8% |
| 3Y | +78.6% | +762.6% | -684.0% | +59.8% |
| 5Y | +27.2% | +546.3% | -519.1% | +12.0% |
| 10Y | +302.5% | +356.1% | -53.6% | +253.1% |
| All | +302.5% | +326.7% | -24.1% | +253.1% |
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