+737.8%
NOC vs IQV
+487.2%
+250.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -1.6% | -2.6% | +1.0% | -1.1% |
| 30D | -10.4% | +6.2% | -16.6% | -11.5% |
| 3M | -5.6% | +38.0% | -43.6% | -12.0% |
| 6M | -30.4% | +43.9% | -74.3% | -35.9% |
| YTD | -8.5% | +14.0% | -22.5% | -12.2% |
| 1Y | -8.3% | +35.5% | -43.8% | -15.6% |
| 3Y | +28.2% | +20.3% | +7.9% | +17.9% |
| 5Y | +56.7% | -1.6% | +58.4% | +48.5% |
| 10Y | +189.3% | +233.4% | -44.1% | +85.8% |
| All | +737.8% | +487.2% | +250.6% | +374.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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