+47.0%
NOC vs IOT
+55.2%
-8.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | -0.6% |
| 7D | -1.6% | +5.1% | -6.6% | -1.6% |
| 30D | -10.4% | -3.0% | -7.3% | -10.4% |
| 3M | -5.6% | +15.0% | -20.6% | -5.7% |
| 6M | -30.4% | +13.1% | -43.5% | -30.4% |
| YTD | -8.5% | +9.0% | -17.5% | -8.5% |
| 1Y | -8.3% | +0.1% | -8.5% | -8.4% |
| 3Y | +28.2% | +26.4% | +1.8% | +27.6% |
| All | +47.0% | +55.2% | -8.3% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling