+15.7%
NSC vs IRE
-84.4%
+100.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | +0.6% |
| 7D | -5.5% | +54.8% | -60.3% | -5.3% |
| 30D | -3.2% | +18.4% | -21.6% | -3.0% |
| 3M | +7.7% | -66.7% | +74.4% | +8.1% |
| 6M | +4.5% | -52.3% | +56.8% | +5.1% |
| YTD | +15.6% | -52.3% | +67.9% | +17.2% |
| All | +15.7% | -84.4% | +100.1% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling