+28.3%
NSC vs IP
-12.5%
+40.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.4% | -3.3% |
| 7D | -3.8% | -5.0% | +1.2% | -2.5% |
| 30D | +4.1% | +6.5% | -2.4% | +2.3% |
| 3M | -3.3% | -18.0% | +14.8% | +1.7% |
| 6M | +5.9% | +10.3% | -4.4% | +1.6% |
| YTD | +15.5% | -9.9% | +25.4% | +16.5% |
| 1Y | +19.3% | -1.1% | +20.4% | +16.7% |
| 3Y | +79.0% | +13.0% | +66.0% | +57.0% |
| 5Y | +28.3% | -12.3% | +40.6% | +25.1% |
| All | +28.3% | -12.5% | +40.8% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling