+163.6%
NOC vs INVH
+79.4%
+84.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -1.6% | -2.3% | +0.7% | -0.9% |
| 30D | -10.4% | -5.7% | -4.7% | -8.8% |
| 3M | -5.6% | -4.5% | -1.1% | -4.4% |
| 6M | -30.4% | +11.0% | -41.4% | -32.7% |
| YTD | -8.5% | +3.7% | -12.2% | -9.8% |
| 1Y | -8.3% | -2.8% | -5.5% | -8.0% |
| 3Y | +28.2% | -7.1% | +35.4% | +28.4% |
| 5Y | +56.7% | -19.4% | +76.2% | +61.9% |
| All | +163.6% | +79.4% | +84.2% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling