+1,045.0%
IJH vs NOC
+2,523.5%
-1,478.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | -2.5% | -1.8% | -0.7% | -1.9% |
| 30D | -5.0% | -9.4% | +4.4% | -1.6% |
| 3M | +0.5% | -3.8% | +4.4% | +1.5% |
| 6M | +8.2% | -28.8% | +37.0% | +21.9% |
| YTD | +12.5% | -7.9% | +20.3% | +14.1% |
| 1Y | +14.4% | -9.0% | +23.4% | +16.4% |
| 3Y | +49.5% | +29.1% | +20.4% | +28.6% |
| 5Y | +47.8% | +58.9% | -11.2% | +12.5% |
| 10Y | +180.4% | +191.2% | -10.9% | +58.8% |
| All | +1,045.0% | +2,523.5% | -1,478.5% | +194.9% |
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 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