+16.2%
NSC vs IRE
-98.1%
+114.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.8% | +16.5% | +0.6% |
| 7D | -3.4% | -41.9% | +38.5% | -3.5% |
| 30D | +3.6% | -75.1% | +78.7% | +3.2% |
| 3M | -1.4% | -82.4% | +81.0% | -1.8% |
| 6M | +6.0% | -95.5% | +101.5% | +6.2% |
| YTD | +15.5% | -93.1% | +108.6% | +16.0% |
| 1Y | +16.2% | -97.8% | +114.0% | +15.4% |
| All | +16.2% | -98.1% | +114.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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