+69.2%
IWM vs NOC
+19.7%
+49.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | -5.8% | +3.8% | -1.7% |
| 30D | -1.5% | +10.9% | -12.3% | -2.1% |
| 3M | -8.0% | -7.1% | -0.9% | -7.6% |
| 6M | -4.1% | -5.3% | +1.2% | -3.8% |
| YTD | +11.9% | -6.8% | +18.7% | +12.2% |
| 1Y | +15.0% | -6.7% | +21.7% | +15.3% |
| All | +69.2% | +19.7% | +49.5% | +60.4% |
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