+17.6%
NSC vs IWD
+28.9%
-11.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.8% |
| 7D | +2.5% | +2.3% | +0.2% | +0.7% |
| 30D | +1.7% | +3.6% | -1.9% | -0.7% |
| 3M | -2.6% | +2.2% | -4.7% | -4.0% |
| 6M | +6.4% | +13.0% | -6.5% | -3.2% |
| YTD | +15.5% | +26.5% | -11.0% | -5.1% |
| 1Y | +17.6% | +30.1% | -12.5% | -5.6% |
| All | +17.6% | +28.9% | -11.3% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling