+162.8%
NOC vs IWD
+203.8%
-41.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.3% | +1.6% | -1.9% | -1.4% |
| 30D | +14.1% | +3.6% | +10.5% | +11.5% |
| 3M | -4.6% | +2.0% | -6.7% | -6.0% |
| 6M | +0.7% | +13.1% | -12.3% | -7.0% |
| YTD | -2.6% | +26.2% | -28.8% | -16.3% |
| 1Y | -1.0% | +29.6% | -30.5% | -16.4% |
| 3Y | +24.5% | +84.3% | -59.8% | -18.1% |
| 5Y | +64.3% | +73.4% | -9.1% | +11.3% |
| 10Y | +162.8% | +202.4% | -39.7% | +28.3% |
| All | +162.8% | +203.8% | -41.0% | +28.3% |
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