+78.6%
NSC vs IAG
+797.8%
-719.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | -1.5% | +4.3% | -5.8% | -1.6% |
| 30D | -1.9% | +9.8% | -11.7% | -2.2% |
| 3M | +6.2% | +28.9% | -22.7% | +5.5% |
| 6M | +9.2% | -7.6% | +16.8% | +9.3% |
| YTD | +15.0% | +22.0% | -6.9% | +13.9% |
| 1Y | +21.1% | +99.5% | -78.4% | +17.2% |
| 3Y | +78.6% | +818.3% | -739.7% | +41.5% |
| All | +78.6% | +797.8% | -719.2% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling