+291.1%
NSC vs IVZ
+40.3%
+250.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +1.6% | +5.1% | -3.5% | -0.3% |
| 30D | +4.2% | -1.6% | +5.8% | +4.5% |
| 3M | -0.2% | -9.1% | +8.9% | +2.9% |
| 6M | +7.6% | +1.8% | +5.8% | +5.3% |
| YTD | +17.4% | +10.8% | +6.5% | +10.1% |
| 1Y | +18.3% | +19.1% | -0.8% | +7.5% |
| 3Y | +79.8% | +144.4% | -64.6% | +17.5% |
| 5Y | +34.3% | +33.6% | +0.8% | +8.5% |
| All | +291.1% | +40.3% | +250.8% | +178.4% |
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