+302.5%
NSC vs IWD
+212.1%
+90.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | -0.4% |
| 7D | -5.4% | +1.3% | -6.6% | -6.7% |
| 30D | +2.9% | +3.6% | -0.6% | -1.1% |
| 3M | -2.2% | +2.3% | -4.5% | -4.8% |
| 6M | +5.3% | +13.0% | -7.8% | -8.8% |
| YTD | +14.8% | +26.2% | -11.4% | -12.6% |
| 1Y | +16.6% | +30.5% | -13.9% | -14.6% |
| 3Y | +78.6% | +86.2% | -7.6% | -13.0% |
| 5Y | +27.2% | +72.9% | -45.7% | -32.5% |
| 10Y | +302.5% | +205.0% | +97.5% | +1.0% |
| All | +302.5% | +212.1% | +90.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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