+700.6%
IYR vs NOC
+2,510.0%
-1,809.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | -1.2% | -5.2% | +3.9% | +0.7% |
| 30D | -2.9% | -7.2% | +4.3% | -0.3% |
| 3M | +0.8% | -5.1% | +5.9% | +2.3% |
| 6M | +1.9% | -31.1% | +32.9% | +16.1% |
| YTD | +9.6% | -8.6% | +18.2% | +11.7% |
| 1Y | +8.1% | -9.7% | +17.8% | +10.4% |
| 3Y | +29.2% | +24.3% | +4.9% | +13.5% |
| 5Y | +4.3% | +52.6% | -48.3% | -18.5% |
| 10Y | +64.7% | +183.6% | -118.9% | -5.2% |
| All | +700.6% | +2,510.0% | -1,809.4% | +116.5% |
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