+144.8%
IBM vs NOC
+159.4%
-14.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.3% | +4.5% | -4.8% | -1.6% |
| 30D | +6.8% | +14.1% | -7.3% | +2.5% |
| 3M | +4.4% | -4.5% | +8.8% | +5.5% |
| 6M | +13.2% | -0.8% | +13.9% | +13.1% |
| YTD | -15.1% | -2.5% | -12.6% | -15.6% |
| 1Y | -20.2% | -0.1% | -20.1% | -21.3% |
| 3Y | +79.3% | +24.6% | +54.7% | +60.7% |
| 5Y | +147.5% | +65.6% | +81.9% | +88.8% |
| All | +144.8% | +159.4% | -14.6% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling