+17.6%
NSC vs IFF
+27.0%
-9.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | +2.5% | -1.8% | +4.2% | +2.7% |
| 30D | +1.7% | -9.4% | +11.1% | +3.0% |
| 3M | -2.6% | -3.0% | +0.4% | -2.1% |
| 6M | +6.4% | +5.8% | +0.6% | +5.6% |
| YTD | +15.5% | +22.4% | -6.9% | +9.9% |
| 1Y | +17.6% | +23.0% | -5.4% | +11.9% |
| All | +17.6% | +27.0% | -9.4% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling