+5,859.6%
NSC vs IP
+345.0%
+5,514.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | +1.8% | +3.4% | -1.6% | +0.4% |
| 30D | +8.8% | +11.2% | -2.4% | +4.1% |
| 3M | +1.2% | -14.8% | +16.0% | +7.3% |
| 6M | +11.3% | +17.3% | -5.9% | +2.2% |
| YTD | +20.7% | -6.2% | +26.9% | +19.4% |
| 1Y | +23.4% | +2.3% | +21.1% | +17.5% |
| 3Y | +87.1% | +17.7% | +69.5% | +59.3% |
| 5Y | +33.8% | -8.4% | +42.2% | +24.8% |
| 10Y | +356.6% | +32.1% | +324.5% | +254.1% |
| All | +5,859.6% | +345.0% | +5,514.6% | +2,200.7% |
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