+1,428.5%
IBKR vs NOC
+1,078.2%
+350.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.3% | +0.8% | -2.1% | -1.6% |
| 30D | -0.2% | -9.7% | +9.5% | +3.4% |
| 3M | +3.0% | -5.6% | +8.6% | +4.5% |
| 6M | +33.9% | -28.6% | +62.4% | +50.7% |
| YTD | +42.5% | -7.9% | +50.4% | +44.7% |
| 1Y | +44.9% | -9.5% | +54.4% | +47.9% |
| 3Y | +293.0% | +28.4% | +264.6% | +235.8% |
| 5Y | +497.7% | +59.0% | +438.7% | +343.0% |
| 10Y | +1,004.4% | +191.3% | +813.1% | +463.8% |
| All | +1,428.5% | +1,078.2% | +350.4% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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