+24.4%
NSC vs IVZ
+27.3%
-3.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -6.6% | -2.4% | -4.2% | -5.9% |
| 30D | +2.2% | -11.2% | +13.4% | +5.8% |
| 3M | -6.2% | -14.0% | +7.8% | -2.1% |
| 6M | +1.7% | +0.5% | +1.2% | +0.3% |
| YTD | +12.2% | +5.4% | +6.8% | +8.1% |
| 1Y | +15.4% | +19.5% | -4.0% | +6.1% |
| 3Y | +73.3% | +128.7% | -55.4% | +21.4% |
| All | +24.4% | +27.3% | -3.0% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling