+75.0%
NSC vs IVZ
+152.3%
-77.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.2% |
| 7D | +2.5% | +7.6% | -5.1% | +0.4% |
| 30D | +1.7% | +4.3% | -2.6% | +0.4% |
| 3M | -2.6% | -9.3% | +6.8% | -0.3% |
| 6M | +6.4% | +5.2% | +1.2% | +3.9% |
| YTD | +15.5% | +13.4% | +2.0% | +9.4% |
| 1Y | +17.6% | +25.4% | -7.8% | +7.6% |
| 3Y | +75.0% | +152.5% | -77.5% | +16.9% |
| All | +75.0% | +152.3% | -77.3% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling