+3,869.8%
NOC vs IBN
+1,760.3%
+2,109.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +4.8% | +1.9% | +3.0% | +4.6% |
| 30D | +11.0% | +22.1% | -11.1% | +8.3% |
| 3M | -3.8% | +17.1% | -20.9% | -5.7% |
| 6M | +0.6% | +35.5% | -34.9% | -3.1% |
| YTD | -2.3% | +16.8% | -19.1% | -4.4% |
| 1Y | +0.3% | +12.4% | -12.1% | -1.5% |
| 3Y | +24.6% | +58.0% | -33.4% | +16.6% |
| 5Y | +66.0% | +73.7% | -7.7% | +52.4% |
| 10Y | +161.2% | +385.6% | -224.4% | +104.8% |
| All | +3,869.8% | +1,760.3% | +2,109.5% | +2,635.1% |
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