+295.3%
NSC vs IRM
+457.8%
-162.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.8% |
| 7D | -6.2% | -8.6% | +2.4% | -3.4% |
| 30D | +2.6% | -8.0% | +10.5% | +5.3% |
| 3M | -5.8% | -12.0% | +6.2% | -2.1% |
| 6M | +2.1% | -18.2% | +20.3% | +8.3% |
| YTD | +12.7% | +31.4% | -18.7% | -0.5% |
| 1Y | +15.9% | +9.2% | +6.7% | +9.4% |
| 3Y | +74.0% | +94.6% | -20.5% | +24.4% |
| 5Y | +25.2% | +170.2% | -145.0% | -23.5% |
| All | +295.3% | +457.8% | -162.5% | +74.5% |
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