+55.6%
NOC vs IBB
+22.5%
+33.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -5.2% | +1.4% | -6.6% | -5.4% |
| 30D | -7.2% | +10.5% | -17.7% | -8.6% |
| 3M | -5.1% | +23.6% | -28.7% | -8.2% |
| 6M | -31.1% | +22.6% | -53.7% | -33.3% |
| YTD | -8.6% | +25.7% | -34.3% | -11.9% |
| 1Y | -9.7% | +51.4% | -61.1% | -15.3% |
| 3Y | +24.3% | +64.4% | -40.1% | +14.5% |
| All | +55.6% | +22.5% | +33.1% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling