+73.3%
NSC vs IRM
+90.1%
-16.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.0% |
| 7D | -6.6% | -8.6% | +2.0% | -5.0% |
| 30D | +2.2% | -8.0% | +10.1% | +3.7% |
| 3M | -6.2% | -12.0% | +5.8% | -4.1% |
| 6M | +1.7% | -18.2% | +19.8% | +5.3% |
| YTD | +12.2% | +31.4% | -19.1% | +4.1% |
| 1Y | +15.4% | +9.2% | +6.2% | +11.6% |
| 3Y | +73.3% | +94.6% | -21.2% | +19.8% |
| All | +73.3% | +90.1% | -16.7% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling