+741.9%
IWM vs NOC
+2,554.1%
-1,812.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | -5.8% | +3.8% | +0.2% |
| 30D | -1.5% | +10.9% | -12.3% | -5.6% |
| 3M | -8.0% | -7.1% | -0.9% | -5.9% |
| 6M | -4.1% | -5.3% | +1.2% | -3.2% |
| YTD | +11.9% | -6.8% | +18.7% | +12.6% |
| 1Y | +15.0% | -6.7% | +21.7% | +15.6% |
| 3Y | +64.2% | +17.2% | +47.0% | +46.4% |
| 5Y | +20.4% | +56.3% | -35.9% | -8.6% |
| 10Y | +168.0% | +173.7% | -5.8% | +50.9% |
| All | +741.9% | +2,554.1% | -1,812.2% | +99.2% |
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 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