+3,239.9%
NSC vs IWD
+731.9%
+2,508.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -1.5% |
| 7D | -3.8% | -0.9% | -2.9% | -2.8% |
| 30D | +4.1% | +2.6% | +1.5% | +1.2% |
| 3M | -3.3% | +1.2% | -4.5% | -4.6% |
| 6M | +5.9% | +12.1% | -6.2% | -6.6% |
| YTD | +15.5% | +24.1% | -8.7% | -8.8% |
| 1Y | +19.3% | +28.5% | -9.2% | -9.2% |
| 3Y | +79.0% | +79.5% | -0.5% | -4.4% |
| 5Y | +28.3% | +70.3% | -42.0% | -27.5% |
| 10Y | +336.8% | +212.5% | +124.3% | +33.2% |
| All | +3,239.9% | +731.9% | +2,508.0% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling