+2,644.0%
NSC vs IVZ
+897.2%
+1,746.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | -6.2% | -14.0% | +7.8% | -1.8% |
| 6M | +1.7% | +0.5% | +1.2% | +0.4% |
| YTD | +12.2% | +5.4% | +6.8% | +8.1% |
| 1Y | +15.4% | +19.5% | -4.0% | +6.4% |
| 3Y | +73.3% | +128.7% | -55.4% | +25.1% |
| 5Y | +24.7% | +28.8% | -4.1% | +5.9% |
| 10Y | +324.5% | +52.3% | +272.2% | +213.6% |
| All | +2,644.0% | +897.2% | +1,746.8% | +1,024.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling