+32.3%
NSC vs IRM
+187.5%
-155.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +2.5% | +6.8% | -4.3% | +0.6% |
| 30D | +1.7% | +2.6% | -0.9% | +0.8% |
| 3M | -2.6% | -9.5% | +6.9% | -0.2% |
| 6M | +6.4% | -8.5% | +14.9% | +8.2% |
| YTD | +15.5% | +40.3% | -24.8% | +2.0% |
| 1Y | +17.6% | +28.7% | -11.1% | +6.6% |
| 3Y | +75.0% | +111.8% | -36.9% | +21.9% |
| All | +32.3% | +187.5% | -155.2% | -17.9% |
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