+60.4%
NOC vs IP
-9.5%
+69.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.5% |
| 7D | -2.9% | -3.0% | +0.1% | -2.8% |
| 30D | +12.1% | +10.6% | +1.5% | +11.4% |
| 3M | -5.3% | -13.6% | +8.3% | -4.5% |
| 6M | -1.0% | +10.4% | -11.4% | -1.8% |
| YTD | -4.3% | -6.5% | +2.2% | -4.4% |
| 1Y | -3.6% | -2.1% | -1.5% | -4.0% |
| 3Y | +22.9% | +22.0% | +0.9% | +19.3% |
| 5Y | +60.4% | -9.7% | +70.1% | +65.9% |
| All | +60.4% | -9.5% | +69.9% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling