-11.0%
NOC vs IRE
-97.2%
+86.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +39.6% | -39.6% | -0.2% |
| 7D | -5.8% | -27.2% | +21.3% | -5.8% |
| 30D | +10.9% | -75.1% | +86.0% | +11.5% |
| 3M | -7.1% | -77.9% | +70.8% | -6.8% |
| 6M | -5.3% | -94.6% | +89.2% | -3.8% |
| YTD | -6.8% | -91.5% | +84.7% | -7.3% |
| 1Y | -6.7% | -97.8% | +91.1% | -7.4% |
| All | -11.0% | -97.2% | +86.3% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling