+3,050.4%
NSC vs IBB
+560.8%
+2,489.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -5.5% | +1.4% | -6.9% | -6.2% |
| 30D | -3.2% | +10.5% | -13.7% | -8.1% |
| 3M | +7.7% | +23.6% | -16.0% | -3.5% |
| 6M | +4.5% | +22.6% | -18.1% | -6.4% |
| YTD | +15.6% | +25.7% | -10.1% | +1.9% |
| 1Y | +19.8% | +51.4% | -31.5% | -4.0% |
| 3Y | +70.1% | +64.4% | +5.7% | +29.7% |
| 5Y | +46.1% | +22.1% | +24.0% | +26.7% |
| 10Y | +328.1% | +132.5% | +195.6% | +158.5% |
| All | +3,050.4% | +560.8% | +2,489.6% | +707.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling