-25.6%
NOC vs INFQ
-6.9%
-18.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.6% |
| 7D | -1.6% | +4.8% | -6.4% | -1.5% |
| 30D | -10.4% | +13.4% | -23.8% | -10.2% |
| 3M | -5.6% | -3.3% | -2.3% | -5.5% |
| 6M | -30.4% | +13.7% | -44.1% | -30.2% |
| All | -25.6% | -6.9% | -18.6% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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