+78.4%
NSC vs IBB
+75.6%
+2.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.0% | +0.7% | -2.4% |
| 7D | -3.8% | -3.6% | -0.2% | -2.4% |
| 30D | +4.1% | +3.4% | +0.7% | +2.7% |
| 3M | -3.3% | +9.5% | -12.8% | -7.1% |
| 6M | +5.9% | +23.3% | -17.4% | -3.6% |
| YTD | +15.5% | +24.5% | -9.0% | +3.9% |
| 1Y | +19.3% | +32.9% | -13.6% | +3.5% |
| All | +78.4% | +75.6% | +2.8% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling