+2,597.5%
NSC vs IAG
+337.4%
+2,260.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.2% | -10.0% | -3.3% |
| 7D | -6.6% | +21.4% | -28.0% | -7.8% |
| 30D | +2.2% | +4.0% | -1.9% | +1.7% |
| 3M | -6.2% | +17.0% | -23.2% | -7.4% |
| 6M | +1.7% | +1.4% | +0.3% | +1.0% |
| YTD | +12.2% | +13.8% | -1.5% | +9.9% |
| 1Y | +15.4% | +55.8% | -40.4% | +10.5% |
| 3Y | +73.3% | +647.4% | -574.1% | +45.2% |
| 5Y | +24.7% | +519.1% | -494.5% | +2.9% |
| 10Y | +324.5% | +345.6% | -21.1% | +238.3% |
| All | +2,597.5% | +337.4% | +2,260.1% | +1,899.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling