+26.7%
NSC vs IOT
+61.4%
-34.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.2% |
| 7D | -5.5% | -2.3% | -3.2% | -5.4% |
| 30D | -3.2% | +3.8% | -7.0% | -3.5% |
| 3M | +7.7% | +14.2% | -6.5% | +6.3% |
| 6M | +4.5% | +40.1% | -35.6% | +0.9% |
| YTD | +15.6% | +13.4% | +2.2% | +13.4% |
| 1Y | +19.8% | +12.2% | +7.7% | +17.2% |
| 3Y | +70.1% | +30.0% | +40.1% | +60.6% |
| All | +26.7% | +61.4% | -34.8% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling