+3,981.9%
NSC vs IBN
+1,726.4%
+2,255.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.2% | -7.0% | -3.8% |
| 7D | -6.6% | +15.1% | -21.7% | -9.7% |
| 30D | +2.2% | +21.6% | -19.5% | -2.4% |
| 3M | -6.2% | +11.2% | -17.4% | -8.7% |
| 6M | +1.7% | +27.8% | -26.1% | -4.1% |
| YTD | +12.2% | +14.7% | -2.5% | +8.2% |
| 1Y | +15.4% | +14.4% | +1.0% | +11.3% |
| 3Y | +73.3% | +52.1% | +21.2% | +55.7% |
| 5Y | +24.7% | +70.7% | -46.0% | +8.3% |
| 10Y | +324.5% | +385.5% | -61.0% | +178.6% |
| All | +3,981.9% | +1,726.4% | +2,255.5% | +1,668.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling