-8.3%
NOC vs IWD
+28.3%
-36.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -0.9% |
| 30D | -10.4% | -1.6% | -8.7% | -9.5% |
| 3M | -5.6% | +7.0% | -12.6% | -8.8% |
| 6M | -30.4% | +17.0% | -47.4% | -35.9% |
| YTD | -8.5% | +21.6% | -30.1% | -18.5% |
| 1Y | -8.3% | +28.0% | -36.3% | -19.4% |
| All | -8.3% | +28.3% | -36.7% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling