-9.7%
NOC vs IOT
+14.9%
-24.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.3% | -2.5% |
| 7D | -5.2% | -2.3% | -2.8% | -5.2% |
| 30D | -7.2% | +3.8% | -11.0% | -7.2% |
| 3M | -5.1% | +14.2% | -19.3% | -5.2% |
| 6M | -31.1% | +40.1% | -71.2% | -30.9% |
| YTD | -8.6% | +13.4% | -22.0% | -8.2% |
| 1Y | -9.7% | +12.2% | -21.9% | -9.5% |
| All | -9.7% | +14.9% | -24.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling