+186.3%
NOC vs IWD
+195.2%
-8.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -8.9% | -0.8% | -8.1% | -8.4% |
| 3M | -3.7% | +8.0% | -11.7% | -8.4% |
| 6M | -30.8% | +18.2% | -49.0% | -37.9% |
| YTD | -7.9% | +22.3% | -30.3% | -19.3% |
| 1Y | -9.4% | +28.9% | -38.3% | -23.2% |
| 3Y | +29.0% | +71.5% | -42.6% | -11.1% |
| 5Y | +56.1% | +73.6% | -17.5% | +5.1% |
| 10Y | +186.3% | +194.7% | -8.4% | +27.2% |
| All | +186.3% | +195.2% | -8.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling