+328.2%
NSC vs IFF
-19.8%
+348.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.4% | -2.8% | +1.4% | -0.4% |
| 30D | -3.4% | -1.1% | -2.3% | -3.0% |
| 3M | +5.1% | +13.8% | -8.8% | -0.4% |
| 6M | +9.2% | +16.7% | -7.5% | +1.3% |
| YTD | +13.4% | +26.1% | -12.7% | +1.8% |
| 1Y | +20.8% | +33.5% | -12.7% | +5.6% |
| 3Y | +76.1% | +31.6% | +44.5% | +49.8% |
| 5Y | +45.3% | -34.9% | +80.1% | +60.6% |
| All | +328.2% | -19.8% | +348.0% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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