-12.1%
NOC vs IRE
-82.8%
+70.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.2% | -9.5% | +0.6% |
| 7D | -2.7% | +58.9% | -61.6% | -3.1% |
| 30D | -8.9% | +17.2% | -26.0% | -9.1% |
| 3M | -3.7% | -58.6% | +54.9% | -2.9% |
| 6M | -30.8% | -23.5% | -7.3% | -32.4% |
| YTD | -7.9% | -47.4% | +39.5% | -9.2% |
| All | -12.1% | -82.8% | +70.8% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling