+291.1%
NSC vs IWD
+202.4%
+88.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.3% |
| 7D | +1.6% | +1.7% | -0.1% | -0.3% |
| 30D | +4.2% | +3.2% | +1.0% | +0.5% |
| 3M | -0.2% | +2.3% | -2.5% | -2.9% |
| 6M | +7.6% | +12.9% | -5.4% | -6.8% |
| YTD | +17.4% | +26.2% | -8.9% | -10.6% |
| 1Y | +18.3% | +28.3% | -10.0% | -11.6% |
| 3Y | +79.8% | +84.4% | -4.6% | -11.4% |
| 5Y | +34.3% | +73.0% | -38.6% | -28.7% |
| All | +291.1% | +202.4% | +88.8% | +2.3% |
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