+72.4%
IBM vs NOC
+26.5%
+45.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +0.3% | -2.7% | +3.0% | +0.5% |
| 30D | -1.5% | -8.9% | +7.4% | -0.7% |
| 3M | -16.8% | -3.7% | -13.1% | -16.4% |
| 6M | -9.0% | -30.8% | +21.8% | -8.2% |
| YTD | -20.1% | -7.9% | -12.1% | -19.9% |
| 1Y | -7.0% | -9.4% | +2.4% | -6.9% |
| 3Y | +72.4% | +29.0% | +43.4% | +72.1% |
| All | +72.4% | +26.5% | +45.8% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling