+460.7%
NSC vs IQV
+511.9%
-51.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -5.5% | +2.3% | -7.8% | -6.3% |
| 30D | -3.2% | +13.4% | -16.6% | -7.7% |
| 3M | +7.7% | +43.3% | -35.6% | -6.9% |
| 6M | +4.5% | +50.5% | -46.0% | -12.6% |
| YTD | +15.6% | +18.8% | -3.2% | +4.9% |
| 1Y | +19.8% | +45.5% | -25.6% | -0.9% |
| 3Y | +70.1% | +19.4% | +50.7% | +47.5% |
| 5Y | +46.1% | +1.7% | +44.4% | +32.6% |
| 10Y | +328.1% | +247.9% | +80.2% | +119.5% |
| All | +460.7% | +511.9% | -51.2% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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