+3,614.2%
NOC vs IBN
+1,532.9%
+2,081.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -5.2% | +1.4% | -6.6% | -5.3% |
| 30D | -7.2% | -0.3% | -6.9% | -7.2% |
| 3M | -5.1% | +17.1% | -22.2% | -7.0% |
| 6M | -31.1% | +3.4% | -34.5% | -31.5% |
| YTD | -8.6% | +2.5% | -11.1% | -9.1% |
| 1Y | -9.7% | -4.2% | -5.6% | -9.6% |
| 3Y | +24.3% | +32.4% | -8.1% | +18.9% |
| 5Y | +52.6% | +59.2% | -6.6% | +41.6% |
| 10Y | +183.6% | +345.7% | -162.1% | +124.6% |
| All | +3,614.2% | +1,532.9% | +2,081.3% | +2,501.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 all: compounded portfolio wealth divided by compounded IBN 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…
all analysis · Full analysis span regression · 6 months rolling