+2,725.7%
NSC vs IVZ
+1,117.8%
+1,607.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -5.5% | +0.6% | -6.2% | -5.7% |
| 30D | -3.2% | +4.0% | -7.2% | -4.5% |
| 3M | +7.7% | +18.2% | -10.5% | +1.3% |
| 6M | +4.5% | +32.8% | -28.3% | -5.9% |
| YTD | +15.6% | +28.7% | -13.2% | +4.6% |
| 1Y | +19.8% | +55.4% | -35.5% | +1.5% |
| 3Y | +70.1% | +135.2% | -65.1% | +22.0% |
| 5Y | +46.1% | +64.2% | -18.1% | +14.4% |
| 10Y | +328.1% | +64.6% | +263.5% | +208.3% |
| All | +2,725.7% | +1,117.8% | +1,607.9% | +987.9% |
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 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