+45.0%
NSC vs IFF
-35.9%
+80.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -2.0% | -3.0% | +1.0% | -1.3% |
| 30D | -3.2% | -0.9% | -2.3% | -3.0% |
| 3M | +3.9% | +11.8% | -7.9% | +0.6% |
| 6M | +7.8% | +16.5% | -8.7% | +2.4% |
| YTD | +13.4% | +26.5% | -13.1% | +5.1% |
| 1Y | +20.3% | +32.7% | -12.4% | +9.7% |
| 3Y | +76.1% | +32.0% | +44.1% | +56.7% |
| 5Y | +45.0% | -36.1% | +81.1% | +55.1% |
| All | +45.0% | -35.9% | +80.9% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling