+326.9%
NSC vs IBN
+312.4%
+14.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.2% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | -1.9% | -2.3% | +0.4% | -1.4% |
| 3M | +6.2% | +15.9% | -9.6% | +1.8% |
| 6M | +9.2% | +5.6% | +3.6% | +7.2% |
| YTD | +15.0% | -0.1% | +15.1% | +14.5% |
| 1Y | +21.1% | -6.5% | +27.6% | +22.6% |
| 3Y | +78.6% | +29.3% | +49.3% | +63.9% |
| 5Y | +45.9% | +56.6% | -10.7% | +25.8% |
| 10Y | +326.9% | +314.4% | +12.5% | +194.0% |
| All | +326.9% | +312.4% | +14.5% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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