+28.4%
NOC vs IOT
+23.8%
+4.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.8% | -4.5% | +5.3% | +0.8% |
| 30D | -9.7% | -2.4% | -7.3% | -9.7% |
| 3M | -5.6% | +19.0% | -24.6% | -5.7% |
| 6M | -28.6% | +19.6% | -48.2% | -28.6% |
| YTD | -7.9% | +8.3% | -16.1% | -7.8% |
| 1Y | -9.5% | -0.8% | -8.7% | -9.5% |
| 3Y | +28.4% | +24.4% | +4.0% | +31.3% |
| All | +28.4% | +23.8% | +4.5% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling