-12.6%
NOC vs IRE
-84.0%
+71.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.8% | +6.2% | -0.5% |
| 7D | -1.6% | +29.0% | -30.6% | -1.8% |
| 30D | -10.4% | +24.2% | -34.6% | -10.7% |
| 3M | -5.6% | -53.2% | +47.6% | -5.1% |
| 6M | -30.4% | -36.0% | +5.7% | -31.7% |
| YTD | -8.5% | -51.0% | +42.5% | -9.6% |
| All | -12.6% | -84.0% | +71.4% | -14.0% |
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