+189.8%
NOC vs IRM
+430.1%
-240.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.1% |
| 7D | -1.8% | -1.8% | +0.1% | -1.4% |
| 30D | -9.4% | -7.8% | -1.7% | -8.0% |
| 3M | -3.8% | -7.9% | +4.0% | -2.6% |
| 6M | -28.8% | +6.3% | -35.1% | -30.3% |
| YTD | -7.9% | +38.2% | -46.0% | -15.2% |
| 1Y | -9.0% | +19.8% | -28.9% | -13.9% |
| 3Y | +29.1% | +98.8% | -69.7% | +4.8% |
| 5Y | +58.9% | +191.8% | -132.8% | +13.7% |
| All | +189.8% | +430.1% | -240.3% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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