+309.6%
NSC vs IBB
+156.3%
+153.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.6% | -3.6% |
| 7D | -6.6% | -1.8% | -4.8% | -5.9% |
| 30D | +2.2% | +5.1% | -2.9% | -0.4% |
| 3M | -6.2% | +10.7% | -16.9% | -11.2% |
| 6M | +1.7% | +22.9% | -21.2% | -8.9% |
| YTD | +12.2% | +26.7% | -14.5% | -1.6% |
| 1Y | +15.4% | +35.1% | -19.7% | -2.1% |
| 3Y | +73.3% | +80.2% | -6.9% | +25.5% |
| 5Y | +24.7% | +37.8% | -13.2% | +1.9% |
| All | +309.6% | +156.3% | +153.3% | +137.6% |
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