+47.4%
NSC vs IBN
+61.6%
-14.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -5.5% | +1.4% | -6.9% | -5.9% |
| 30D | -3.2% | -0.3% | -2.9% | -3.2% |
| 3M | +7.7% | +17.1% | -9.4% | +2.6% |
| 6M | +4.5% | +3.4% | +1.1% | +3.2% |
| YTD | +15.6% | +2.5% | +13.0% | +14.3% |
| 1Y | +19.8% | -4.2% | +24.0% | +20.7% |
| 3Y | +70.1% | +32.4% | +37.7% | +52.9% |
| All | +47.4% | +61.6% | -14.1% | +25.8% |
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