+57.6%
NOC vs IRM
+192.6%
-135.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -2.7% | +1.6% | -4.3% | -2.9% |
| 30D | -8.9% | -4.2% | -4.7% | -8.4% |
| 3M | -3.7% | -5.4% | +1.7% | -3.2% |
| 6M | -30.8% | +12.0% | -42.8% | -32.4% |
| YTD | -7.9% | +42.0% | -50.0% | -13.6% |
| 1Y | -9.4% | +29.9% | -39.3% | -14.0% |
| 3Y | +29.0% | +104.4% | -75.4% | +8.9% |
| All | +57.6% | +192.6% | -135.0% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling