+13.4%
NSC vs IBN
+12.9%
+0.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.2% | -6.6% | -2.9% |
| 7D | -6.2% | +15.1% | -21.3% | -8.3% |
| 30D | +2.6% | +21.6% | -19.1% | -0.7% |
| 3M | -5.8% | +11.2% | -17.0% | -7.2% |
| 6M | +2.1% | +27.8% | -25.6% | -2.7% |
| YTD | +12.7% | +14.7% | -2.0% | +11.0% |
| All | +13.4% | +12.9% | +0.5% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling