+2,594.7%
NOC vs IWD
+728.9%
+1,865.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | -5.8% | -0.5% | -5.4% | -5.7% |
| 30D | +10.9% | +2.7% | +8.2% | +8.9% |
| 3M | -7.1% | +0.9% | -8.0% | -7.8% |
| 6M | -5.3% | +10.5% | -15.9% | -11.5% |
| YTD | -6.8% | +23.7% | -30.5% | -19.1% |
| 1Y | -6.7% | +28.7% | -35.4% | -21.2% |
| 3Y | +17.2% | +79.7% | -62.5% | -21.6% |
| 5Y | +56.3% | +69.7% | -13.4% | +7.2% |
| 10Y | +173.7% | +211.4% | -37.7% | +23.3% |
| All | +2,594.7% | +728.9% | +1,865.8% | +549.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling