+14.9%
NSC vs IRE
-97.3%
+112.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +1.8% |
| 7D | -5.4% | -15.5% | +10.2% | -5.3% |
| 30D | +2.9% | -70.4% | +73.3% | +2.4% |
| 3M | -2.2% | -81.6% | +79.5% | -2.8% |
| 6M | +5.3% | -94.7% | +100.0% | +4.9% |
| YTD | +14.8% | -91.8% | +106.5% | +15.5% |
| 1Y | +16.6% | -97.6% | +114.1% | +14.8% |
| All | +14.9% | -97.3% | +112.2% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling