+326.9%
NSC vs IVZ
+61.1%
+265.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | -1.5% | +1.1% | -2.6% | -2.0% |
| 30D | -1.9% | +3.1% | -5.0% | -3.1% |
| 3M | +6.2% | +18.2% | -11.9% | -1.0% |
| 6M | +9.2% | +38.6% | -29.4% | -5.1% |
| YTD | +15.0% | +25.9% | -10.9% | +3.3% |
| 1Y | +21.1% | +51.7% | -30.6% | +0.4% |
| 3Y | +78.6% | +138.7% | -60.1% | +18.7% |
| 5Y | +45.9% | +62.8% | -16.9% | +8.7% |
| 10Y | +326.9% | +60.9% | +265.9% | +185.3% |
| All | +326.9% | +61.1% | +265.8% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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