+5,605.4%
NSC vs IP
+364.8%
+5,240.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.4% |
| 7D | -5.5% | -5.3% | -0.2% | -3.5% |
| 30D | -3.2% | -10.9% | +7.6% | +1.2% |
| 3M | +7.7% | +11.2% | -3.5% | +1.9% |
| 6M | +4.5% | -10.2% | +14.7% | +6.4% |
| YTD | +15.6% | -2.0% | +17.6% | +12.8% |
| 1Y | +19.8% | -19.1% | +38.9% | +25.2% |
| 3Y | +70.1% | +20.9% | +49.2% | +43.8% |
| 5Y | +46.1% | -17.8% | +63.9% | +43.0% |
| 10Y | +328.1% | +23.5% | +304.6% | +242.0% |
| All | +5,605.4% | +364.8% | +5,240.6% | +2,073.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling