+168.0%
NOC vs IP
+26.3%
+141.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | -5.8% | -5.1% | -0.8% | -4.9% |
| 30D | +10.9% | +8.5% | +2.4% | +8.9% |
| 3M | -7.1% | -13.8% | +6.7% | -4.5% |
| 6M | -5.3% | +5.7% | -11.1% | -7.4% |
| YTD | -6.8% | -9.1% | +2.3% | -6.7% |
| 1Y | -6.7% | -0.8% | -5.9% | -8.6% |
| 3Y | +17.2% | +14.8% | +2.4% | +4.6% |
| 5Y | +56.3% | -11.5% | +67.8% | +48.2% |
| All | +168.0% | +26.3% | +141.7% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling