+56.7%
NOC vs IVZ
+61.5%
-4.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -1.6% | +1.2% | -2.7% | -1.6% |
| 30D | -10.4% | +1.8% | -12.2% | -10.4% |
| 3M | -5.6% | +15.7% | -21.4% | -5.9% |
| 6M | -30.4% | +36.3% | -66.7% | -30.8% |
| YTD | -8.5% | +24.9% | -33.4% | -8.8% |
| 1Y | -8.3% | +48.9% | -57.3% | -8.9% |
| 3Y | +28.2% | +136.8% | -108.6% | +26.6% |
| 5Y | +56.7% | +60.0% | -3.2% | +53.1% |
| All | +56.7% | +61.5% | -4.7% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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