-4.7%
IBM vs NOC
-31.4%
+26.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.9% |
| 7D | -0.3% | -5.2% | +4.9% | +1.5% |
| 30D | +0.3% | -7.2% | +7.5% | +2.8% |
| 3M | -21.6% | -5.1% | -16.5% | -20.2% |
| 6M | -4.7% | -31.1% | +26.4% | -2.2% |
| All | -4.7% | -31.4% | +26.7% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling