+161.3%
NOC vs IBB
+139.6%
+21.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.9% |
| 7D | -2.9% | +2.7% | -5.6% | -3.7% |
| 30D | +12.1% | +6.3% | +5.8% | +10.1% |
| 3M | -5.3% | +11.1% | -16.3% | -8.3% |
| 6M | -1.0% | +29.2% | -30.3% | -8.4% |
| YTD | -4.3% | +30.2% | -34.5% | -11.9% |
| 1Y | -3.6% | +39.5% | -43.1% | -13.0% |
| 3Y | +22.9% | +92.3% | -69.4% | -0.6% |
| 5Y | +60.4% | +43.0% | +17.4% | +41.2% |
| 10Y | +161.3% | +137.1% | +24.2% | +78.5% |
| All | +161.3% | +139.6% | +21.6% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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