+24.4%
NSC vs IRM
+168.2%
-143.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.1% |
| 7D | -6.6% | -8.6% | +2.0% | -4.4% |
| 30D | +2.2% | -8.0% | +10.1% | +4.3% |
| 3M | -6.2% | -12.0% | +5.8% | -3.2% |
| 6M | +1.7% | -18.2% | +19.8% | +6.8% |
| YTD | +12.2% | +31.4% | -19.1% | +1.0% |
| 1Y | +15.4% | +9.2% | +6.2% | +10.0% |
| 3Y | +73.3% | +94.6% | -21.2% | +24.3% |
| All | +24.4% | +168.2% | -143.8% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling