+75.8%
NSC vs IFF
+30.1%
+45.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -2.0% | -3.0% | +1.0% | -1.4% |
| 30D | -3.2% | -0.9% | -2.3% | -3.0% |
| 3M | +3.9% | +11.8% | -7.9% | +1.2% |
| 6M | +7.8% | +16.5% | -8.7% | +3.2% |
| YTD | +13.4% | +26.5% | -13.1% | +6.1% |
| 1Y | +20.3% | +32.7% | -12.4% | +10.8% |
| All | +75.8% | +30.1% | +45.7% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling