-0.1%
NOC vs IP
-7.8%
+7.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | -0.2% |
| 7D | +4.5% | -0.9% | +5.4% | +4.6% |
| 30D | +14.1% | +6.7% | +7.4% | +13.5% |
| 3M | -4.5% | -16.6% | +12.1% | -3.2% |
| 6M | -0.8% | +6.0% | -6.7% | -1.7% |
| YTD | -2.5% | -10.7% | +8.2% | -3.6% |
| 1Y | -0.1% | -6.7% | +6.6% | -1.8% |
| All | -0.1% | -7.8% | +7.7% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling