+19.8%
NSC vs IP
-18.9%
+38.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | -5.5% | -5.3% | -0.2% | -4.8% |
| 30D | -3.2% | -10.9% | +7.6% | -1.8% |
| 3M | +7.7% | +11.2% | -3.5% | +5.7% |
| 6M | +4.5% | -10.2% | +14.7% | +6.3% |
| YTD | +15.6% | -2.0% | +17.6% | +16.2% |
| 1Y | +19.8% | -19.1% | +38.9% | +20.1% |
| All | +19.8% | -18.9% | +38.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling