+24.4%
NSC vs IBN
+68.5%
-44.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.2% | -7.0% | -4.0% |
| 7D | -6.6% | +15.1% | -21.7% | -10.5% |
| 30D | +2.2% | +21.6% | -19.5% | -3.8% |
| 3M | -6.2% | +11.2% | -17.4% | -9.3% |
| 6M | +1.7% | +27.8% | -26.1% | -6.0% |
| YTD | +12.2% | +14.7% | -2.5% | +7.1% |
| 1Y | +15.4% | +14.4% | +1.0% | +10.2% |
| 3Y | +73.3% | +52.1% | +21.2% | +47.6% |
| All | +24.4% | +68.5% | -44.2% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling