+2,413.6%
IBM vs NOC
+16,458.4%
-14,044.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.7% |
| 7D | -0.3% | -5.2% | +4.9% | +1.0% |
| 30D | +0.3% | -7.2% | +7.5% | +2.0% |
| 3M | -21.6% | -5.1% | -16.5% | -20.6% |
| 6M | -4.7% | -31.1% | +26.4% | +3.8% |
| YTD | -19.1% | -8.6% | -10.5% | -17.8% |
| 1Y | -2.5% | -9.7% | +7.2% | -0.9% |
| 3Y | +74.2% | +24.3% | +49.9% | +61.0% |
| 5Y | +113.1% | +52.6% | +60.5% | +84.1% |
| 10Y | +133.5% | +183.6% | -50.1% | +73.1% |
| All | +2,413.6% | +16,458.4% | -14,044.8% | +819.5% |
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