+302.5%
NSC vs IBB
+139.6%
+162.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +0.5% |
| 7D | -5.4% | +2.7% | -8.1% | -6.6% |
| 30D | +2.9% | +6.3% | -3.4% | -0.2% |
| 3M | -2.2% | +11.1% | -13.2% | -7.5% |
| 6M | +5.3% | +29.2% | -24.0% | -8.0% |
| YTD | +14.8% | +30.2% | -15.5% | -0.7% |
| 1Y | +16.6% | +39.5% | -22.9% | -2.8% |
| 3Y | +78.6% | +92.3% | -13.7% | +25.0% |
| 5Y | +27.2% | +43.0% | -15.8% | +2.0% |
| 10Y | +302.5% | +137.1% | +165.4% | +135.2% |
| All | +302.5% | +139.6% | +162.9% | +135.2% |
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