+26.1%
NSC vs IOT
+61.2%
-35.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | -1.5% | +2.8% | -4.3% | -1.7% |
| 30D | -1.9% | -1.8% | -0.1% | -1.9% |
| 3M | +6.2% | +17.9% | -11.7% | +4.7% |
| 6M | +9.2% | +13.5% | -4.4% | +7.5% |
| YTD | +15.0% | +13.3% | +1.8% | +12.9% |
| 1Y | +21.1% | -3.3% | +24.4% | +20.2% |
| 3Y | +78.6% | +31.3% | +47.3% | +68.5% |
| All | +26.1% | +61.2% | -35.2% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling