+181.6%
NOC vs IP
+23.2%
+158.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.0% |
| 7D | -5.2% | -5.3% | +0.1% | -4.1% |
| 30D | -7.2% | -10.9% | +3.7% | -5.1% |
| 3M | -5.1% | +11.2% | -16.3% | -7.8% |
| 6M | -31.1% | -10.2% | -20.8% | -30.2% |
| YTD | -8.6% | -2.0% | -6.6% | -9.6% |
| 1Y | -9.7% | -19.1% | +9.4% | -7.2% |
| 3Y | +24.3% | +20.9% | +3.4% | +10.2% |
| 5Y | +52.6% | -17.8% | +70.4% | +50.6% |
| All | +181.6% | +23.2% | +158.4% | +117.1% |
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