+302.5%
NSC vs IVZ
+55.7%
+246.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -4.9% | -0.7% |
| 7D | -5.4% | +4.1% | -9.5% | -6.9% |
| 30D | +2.9% | -2.0% | +5.0% | +3.4% |
| 3M | -2.2% | -7.8% | +5.7% | +0.4% |
| 6M | +5.3% | +6.3% | -1.0% | +1.4% |
| YTD | +14.8% | +12.6% | +2.2% | +7.0% |
| 1Y | +16.6% | +27.6% | -11.1% | +3.1% |
| 3Y | +78.6% | +154.0% | -75.4% | +14.9% |
| 5Y | +27.2% | +37.3% | -10.1% | +1.5% |
| 10Y | +302.5% | +50.5% | +252.0% | +171.5% |
| All | +302.5% | +55.7% | +246.9% | +171.5% |
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