+298.3%
NSC vs IP
+24.7%
+273.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.8% | +1.1% |
| 7D | -3.4% | 0.0% | -3.5% | -3.4% |
| 30D | +3.6% | +9.4% | -5.8% | -0.3% |
| 3M | -1.4% | -14.1% | +12.7% | +4.4% |
| 6M | +6.0% | +9.2% | -3.2% | -0.1% |
| YTD | +15.5% | -7.5% | +23.0% | +15.0% |
| 1Y | +16.2% | -2.8% | +19.0% | +12.8% |
| 3Y | +76.9% | +21.2% | +55.7% | +41.4% |
| 5Y | +29.3% | -11.5% | +40.8% | +20.2% |
| 10Y | +298.3% | +23.7% | +274.6% | +170.6% |
| All | +298.3% | +24.7% | +273.5% | +170.6% |
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