+16,084.9%
NOC vs IP
+327.4%
+15,757.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +3.9% | +0.8% |
| 7D | -6.6% | -5.0% | -1.6% | -5.6% |
| 30D | +8.7% | +6.5% | +2.2% | +7.1% |
| 3M | -5.4% | -18.0% | +12.7% | -1.6% |
| 6M | -5.1% | +10.3% | -15.4% | -8.0% |
| YTD | -6.8% | -9.9% | +3.1% | -6.5% |
| 1Y | -6.4% | -1.1% | -5.4% | -8.2% |
| 3Y | +17.3% | +13.0% | +4.3% | +7.9% |
| 5Y | +56.3% | -12.3% | +68.6% | +49.7% |
| 10Y | +173.9% | +26.8% | +147.0% | +132.8% |
| All | +16,084.9% | +327.4% | +15,757.6% | +8,768.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling