+3,714.9%
NOC vs IVZ
+973.1%
+2,741.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.1% |
| 7D | +4.8% | +7.6% | -2.8% | +3.6% |
| 30D | +11.0% | +4.3% | +6.7% | +10.1% |
| 3M | -3.8% | -9.3% | +5.6% | -2.5% |
| 6M | +0.6% | +5.2% | -4.6% | -0.7% |
| YTD | -2.3% | +13.4% | -15.7% | -5.2% |
| 1Y | +0.3% | +25.4% | -25.1% | -4.4% |
| 3Y | +24.6% | +152.5% | -127.9% | +3.2% |
| 5Y | +66.0% | +36.7% | +29.3% | +48.8% |
| 10Y | +161.2% | +45.0% | +116.2% | +116.7% |
| All | +3,714.9% | +973.1% | +2,741.8% | +1,952.8% |
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