+19.3%
NSC vs IP
-1.7%
+21.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.4% | -3.7% |
| 7D | -3.8% | -5.0% | +1.2% | -3.0% |
| 30D | +4.1% | +6.5% | -2.4% | +3.1% |
| 3M | -3.3% | -18.0% | +14.8% | -0.3% |
| 6M | +5.9% | +10.3% | -4.4% | +3.4% |
| YTD | +15.5% | -9.9% | +25.4% | +17.5% |
| 1Y | +19.3% | -1.1% | +20.4% | +18.0% |
| All | +19.3% | -1.7% | +21.0% | +18.0% |
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