+323.6%
NSC vs IBB
+132.1%
+191.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -5.5% | +1.4% | -6.9% | -6.2% |
| 30D | -3.2% | +10.5% | -13.7% | -8.0% |
| 3M | +7.7% | +23.6% | -16.0% | -3.2% |
| 6M | +4.5% | +22.6% | -18.1% | -6.1% |
| YTD | +15.6% | +25.7% | -10.1% | +2.2% |
| 1Y | +19.8% | +51.4% | -31.5% | -3.9% |
| 3Y | +70.1% | +64.4% | +5.7% | +29.7% |
| 5Y | +46.1% | +22.1% | +24.0% | +27.6% |
| All | +323.6% | +132.1% | +191.5% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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