+24.4%
NSC vs IBB
+37.5%
-13.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.6% | -3.5% |
| 7D | -6.6% | -1.8% | -4.8% | -6.0% |
| 30D | +2.2% | +5.1% | -2.9% | +0.1% |
| 3M | -6.2% | +10.7% | -16.9% | -10.4% |
| 6M | +1.7% | +22.9% | -21.2% | -7.2% |
| YTD | +12.2% | +26.7% | -14.5% | +0.5% |
| 1Y | +15.4% | +35.1% | -19.7% | +0.2% |
| 3Y | +73.3% | +80.2% | -6.9% | +30.8% |
| All | +24.4% | +37.5% | -13.1% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling