+3,433.0%
NOC vs IRM
+9,844.9%
-6,411.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | +4.5% | +8.6% | -4.1% | +3.0% |
| 30D | +14.1% | 0.0% | +14.1% | +13.8% |
| 3M | -4.5% | -7.1% | +2.7% | -3.5% |
| 6M | -0.8% | -7.9% | +7.1% | +0.1% |
| YTD | -2.5% | +41.3% | -43.8% | -9.6% |
| 1Y | -0.1% | +20.7% | -20.8% | -4.7% |
| 3Y | +24.6% | +112.2% | -87.5% | +5.0% |
| 5Y | +65.6% | +191.2% | -125.6% | +29.8% |
| 10Y | +160.5% | +524.3% | -363.8% | +72.9% |
| All | +3,433.0% | +9,844.9% | -6,411.9% | +1,769.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling