+323.6%
NSC vs IWD
+197.9%
+125.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.3% |
| 7D | -5.5% | -0.3% | -5.2% | -5.2% |
| 30D | -3.2% | +0.6% | -3.8% | -3.9% |
| 3M | +7.7% | +7.2% | +0.4% | -0.9% |
| 6M | +4.5% | +16.2% | -11.7% | -12.4% |
| YTD | +15.6% | +23.3% | -7.8% | -9.6% |
| 1Y | +19.8% | +29.6% | -9.7% | -11.6% |
| 3Y | +70.1% | +70.5% | -0.4% | -8.2% |
| 5Y | +46.1% | +73.5% | -27.4% | -22.9% |
| All | +323.6% | +197.9% | +125.7% | +15.3% |
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