+165.4%
NOC vs INVH
+75.4%
+90.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.8% | -3.0% | +3.8% | +1.7% |
| 30D | -9.7% | -7.5% | -2.2% | -7.6% |
| 3M | -5.6% | -5.5% | -0.1% | -4.2% |
| 6M | -28.6% | +11.7% | -40.3% | -31.1% |
| YTD | -7.9% | +1.3% | -9.2% | -8.6% |
| 1Y | -9.5% | -6.1% | -3.4% | -8.3% |
| 3Y | +28.4% | -9.8% | +38.1% | +29.6% |
| 5Y | +59.0% | -19.7% | +78.6% | +64.0% |
| All | +165.4% | +75.4% | +90.0% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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 · 6 months rolling