+3,469.2%
NOC vs IVZ
+1,117.8%
+2,351.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | -5.2% | +0.6% | -5.8% | -5.3% |
| 30D | -7.2% | +4.0% | -11.2% | -7.8% |
| 3M | -5.1% | +18.2% | -23.3% | -7.9% |
| 6M | -31.1% | +32.8% | -63.9% | -34.5% |
| YTD | -8.6% | +28.7% | -37.3% | -12.8% |
| 1Y | -9.7% | +55.4% | -65.1% | -16.7% |
| 3Y | +24.3% | +135.2% | -110.9% | +4.4% |
| 5Y | +52.6% | +64.2% | -11.6% | +32.7% |
| 10Y | +183.6% | +64.6% | +119.0% | +131.0% |
| All | +3,469.2% | +1,117.8% | +2,351.4% | +1,786.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling