+157.4%
NOC vs IP
+20.8%
+136.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +4.8% | -0.3% | +5.1% | +4.9% |
| 30D | +11.0% | +7.9% | +3.1% | +9.2% |
| 3M | -3.8% | -15.3% | +11.5% | -0.8% |
| 6M | +0.6% | +10.5% | -9.9% | -2.4% |
| YTD | -2.3% | -9.4% | +7.1% | -2.1% |
| 1Y | +0.3% | -4.6% | +4.9% | -0.8% |
| 3Y | +24.6% | +21.2% | +3.4% | +9.4% |
| 5Y | +66.0% | -13.3% | +79.3% | +58.6% |
| All | +157.4% | +20.8% | +136.6% | +109.4% |
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