-3.6%
NOC vs INIO
-40.3%
+36.7%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.7% | +6.3% | +0.5% |
| 7D | -1.8% | -3.4% | +1.6% | -1.8% |
| 30D | -9.4% | -28.6% | +19.2% | -10.7% |
| 3M | -3.8% | -37.6% | +33.8% | -6.7% |
| All | -3.6% | -40.3% | +36.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 10y: compounded portfolio wealth divided by compounded INIO 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…
10y analysis · Full analysis span regression · Available span rolling