-7.5%
NOC vs ITW
+24.0%
-31.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -5.3% |
| 7D | -5.0% | +6.3% | -11.3% | -7.0% |
| 30D | +10.3% | +11.1% | -0.7% | +6.5% |
| 3M | -4.3% | +0.1% | -4.4% | -4.9% |
| 6M | -6.5% | +18.1% | -24.6% | -11.7% |
| YTD | -6.7% | +21.4% | -28.1% | -14.6% |
| 1Y | -7.5% | +22.9% | -30.4% | -15.4% |
| All | -7.5% | +24.0% | -31.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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