+309.6%
NSC vs IWD
+207.5%
+102.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.4% |
| 7D | -6.6% | -0.5% | -6.2% | -6.1% |
| 30D | +2.2% | +2.7% | -0.5% | -0.8% |
| 3M | -6.2% | +0.9% | -7.1% | -7.2% |
| 6M | +1.7% | +10.5% | -8.9% | -9.7% |
| YTD | +12.2% | +23.7% | -11.5% | -12.5% |
| 1Y | +15.4% | +28.7% | -13.3% | -14.1% |
| 3Y | +73.3% | +79.7% | -6.4% | -12.1% |
| 5Y | +24.7% | +69.7% | -45.0% | -32.4% |
| All | +309.6% | +207.5% | +102.1% | +1.6% |
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