+24.3%
NSC vs IOT
+55.2%
-30.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -1.1% |
| 7D | -2.0% | +5.1% | -7.1% | -2.4% |
| 30D | -3.2% | -3.0% | -0.2% | -3.0% |
| 3M | +3.9% | +15.0% | -11.0% | +2.6% |
| 6M | +7.8% | +13.1% | -5.4% | +6.1% |
| YTD | +13.4% | +9.0% | +4.4% | +11.6% |
| 1Y | +20.3% | +0.1% | +20.2% | +19.0% |
| 3Y | +76.1% | +26.4% | +49.7% | +66.5% |
| All | +24.3% | +55.2% | -30.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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