+24.6%
NOC vs IBB
+86.1%
-61.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +4.8% | -0.5% | +5.4% | +4.9% |
| 30D | +11.0% | +4.6% | +6.5% | +10.3% |
| 3M | -3.8% | +6.8% | -10.6% | -4.9% |
| 6M | +0.6% | +23.1% | -22.5% | -2.8% |
| YTD | -2.3% | +26.0% | -28.3% | -6.1% |
| 1Y | +0.3% | +30.4% | -30.1% | -4.1% |
| 3Y | +24.6% | +85.4% | -60.8% | +9.8% |
| All | +24.6% | +86.1% | -61.5% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling