+321.5%
NSC vs IP
+25.2%
+296.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.4% | -2.7% |
| 7D | -3.8% | -5.0% | +1.2% | -1.8% |
| 30D | +4.1% | +6.5% | -2.4% | +1.3% |
| 3M | -3.3% | -18.0% | +14.8% | +4.4% |
| 6M | +5.9% | +10.3% | -4.4% | -0.8% |
| YTD | +15.5% | -9.9% | +25.4% | +16.2% |
| 1Y | +19.3% | -1.1% | +20.4% | +14.7% |
| 3Y | +79.0% | +13.0% | +66.0% | +48.1% |
| 5Y | +28.3% | -12.3% | +40.6% | +19.4% |
| All | +321.5% | +25.2% | +296.3% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling