-7.5%
NOC vs IRE
-97.6%
+90.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -23.2% | +18.7% | -4.5% |
| 7D | -5.0% | -46.8% | +41.9% | -4.8% |
| 30D | +10.3% | -75.5% | +85.8% | +11.0% |
| 3M | -4.3% | -79.4% | +75.1% | -3.8% |
| 6M | -6.5% | -91.3% | +84.8% | -6.2% |
| YTD | -6.7% | -90.8% | +84.1% | -7.3% |
| 1Y | -7.5% | -97.7% | +90.2% | -8.9% |
| All | -7.5% | -97.6% | +90.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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