+15,879.4%
NOC vs ITW
+9,539.7%
+6,339.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -2.7% | -0.4% | -2.2% | -2.5% |
| 30D | -8.9% | -9.4% | +0.6% | -5.7% |
| 3M | -3.7% | +7.1% | -10.8% | -6.1% |
| 6M | -30.8% | -1.9% | -28.9% | -30.6% |
| YTD | -7.9% | +10.4% | -18.4% | -11.5% |
| 1Y | -9.4% | +3.3% | -12.7% | -11.0% |
| 3Y | +29.0% | +21.0% | +8.0% | +18.5% |
| 5Y | +56.1% | +36.3% | +19.8% | +35.3% |
| 10Y | +186.3% | +185.8% | +0.5% | +88.9% |
| All | +15,879.4% | +9,539.7% | +6,339.7% | +4,471.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling