+47.9%
NOC vs IOT
+54.4%
-6.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -1.8% | -0.8% | -1.0% | -1.8% |
| 30D | -9.4% | -4.7% | -4.8% | -9.4% |
| 3M | -3.8% | +17.8% | -21.6% | -3.9% |
| 6M | -28.8% | +16.8% | -45.6% | -28.8% |
| YTD | -7.9% | +8.4% | -16.3% | -7.9% |
| 1Y | -9.0% | -0.8% | -8.2% | -9.1% |
| 3Y | +29.1% | +25.7% | +3.3% | +28.4% |
| All | +47.9% | +54.4% | -6.5% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling