+291.1%
NSC vs IBB
+127.7%
+163.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.8% |
| 7D | +1.6% | +1.6% | 0.0% | +0.8% |
| 30D | +4.2% | +6.7% | -2.5% | +0.9% |
| 3M | -0.2% | +6.3% | -6.6% | -3.7% |
| 6M | +7.6% | +23.9% | -16.4% | -4.1% |
| YTD | +17.4% | +26.6% | -9.2% | +2.9% |
| 1Y | +18.3% | +29.6% | -11.4% | +2.4% |
| 3Y | +79.8% | +86.1% | -6.3% | +27.9% |
| 5Y | +34.3% | +40.3% | -6.0% | +8.6% |
| All | +291.1% | +127.7% | +163.4% | +128.7% |
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