+2,421.4%
NSC vs IRM
+9,964.6%
-7,543.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -5.5% | -0.5% | -5.1% | -5.4% |
| 30D | -3.2% | -8.1% | +4.9% | -1.0% |
| 3M | +7.7% | -9.7% | +17.3% | +10.4% |
| 6M | +4.5% | +10.0% | -5.5% | +0.8% |
| YTD | +15.6% | +43.0% | -27.4% | +2.8% |
| 1Y | +19.8% | +32.7% | -12.8% | +8.5% |
| 3Y | +70.1% | +102.7% | -32.6% | +33.1% |
| 5Y | +46.1% | +187.6% | -141.4% | +1.8% |
| 10Y | +328.1% | +420.1% | -92.0% | +143.5% |
| All | +2,421.4% | +9,964.6% | -7,543.1% | +798.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling