+144.3%
IWM vs NOC
+159.4%
-15.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | +2.8% | +4.5% | -1.8% | +1.5% |
| 30D | +0.6% | +14.1% | -13.4% | -3.0% |
| 3M | -7.8% | -4.5% | -3.3% | -6.9% |
| 6M | -1.0% | -0.8% | -0.2% | -1.4% |
| YTD | +13.9% | -2.5% | +16.4% | +13.0% |
| 1Y | +15.4% | -0.1% | +15.5% | +13.7% |
| 3Y | +70.2% | +24.6% | +45.6% | +53.2% |
| 5Y | +23.7% | +65.6% | -41.9% | -3.5% |
| All | +144.3% | +159.4% | -15.1% | +58.5% |
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 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