+309.6%
NSC vs IRM
+456.9%
-147.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.2% |
| 7D | -6.6% | -8.6% | +2.0% | -3.8% |
| 30D | +2.2% | -8.0% | +10.1% | +4.8% |
| 3M | -6.2% | -12.0% | +5.8% | -2.5% |
| 6M | +1.7% | -18.2% | +19.8% | +7.9% |
| YTD | +12.2% | +31.4% | -19.1% | -0.8% |
| 1Y | +15.4% | +9.2% | +6.2% | +8.9% |
| 3Y | +73.3% | +94.6% | -21.2% | +24.0% |
| 5Y | +24.7% | +170.2% | -145.5% | -23.7% |
| All | +309.6% | +456.9% | -147.3% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling