-9.0%
NOC vs IBB
+42.3%
-51.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.9% |
| 7D | -1.8% | -5.2% | +3.5% | -1.0% |
| 30D | -9.4% | +1.5% | -10.9% | -9.7% |
| 3M | -3.8% | +22.1% | -26.0% | -7.9% |
| 6M | -28.8% | +17.7% | -46.5% | -31.3% |
| YTD | -7.9% | +20.2% | -28.1% | -11.8% |
| 1Y | -9.0% | +44.4% | -53.5% | -15.3% |
| All | -9.0% | +42.3% | -51.4% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling