+28.3%
NOC vs IAG
+797.8%
-769.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | -2.7% | +4.3% | -6.9% | -2.9% |
| 30D | -8.9% | +9.8% | -18.6% | -9.5% |
| 3M | -3.7% | +28.9% | -32.6% | -5.5% |
| 6M | -30.8% | -7.6% | -23.2% | -30.9% |
| YTD | -7.9% | +22.0% | -29.9% | -9.8% |
| 1Y | -9.4% | +99.5% | -108.9% | -14.3% |
| All | +28.3% | +797.8% | -769.5% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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