+284.9%
NSC vs IWD
+203.0%
+81.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.9% |
| 7D | +2.5% | +2.3% | +0.2% | -0.1% |
| 30D | +1.7% | +3.6% | -1.9% | -2.3% |
| 3M | -2.6% | +2.2% | -4.7% | -5.0% |
| 6M | +6.4% | +13.0% | -6.5% | -7.7% |
| YTD | +15.5% | +26.5% | -11.0% | -12.3% |
| 1Y | +17.6% | +30.1% | -12.5% | -13.6% |
| 3Y | +75.0% | +84.9% | -9.9% | -14.0% |
| 5Y | +32.2% | +73.4% | -41.2% | -30.1% |
| All | +284.9% | +203.0% | +81.8% | +0.4% |
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