+2,543.2%
NOC vs IWD
+726.5%
+1,816.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | -5.2% | -0.3% | -4.9% | -5.0% |
| 30D | -7.2% | +0.6% | -7.8% | -7.5% |
| 3M | -5.1% | +7.2% | -12.3% | -9.4% |
| 6M | -31.1% | +16.2% | -47.3% | -37.6% |
| YTD | -8.6% | +23.3% | -31.9% | -20.4% |
| 1Y | -9.7% | +29.6% | -39.3% | -23.9% |
| 3Y | +24.3% | +70.5% | -46.2% | -13.8% |
| 5Y | +52.6% | +73.5% | -20.8% | +3.2% |
| 10Y | +183.6% | +198.3% | -14.7% | +31.5% |
| All | +2,543.2% | +726.5% | +1,816.7% | +539.1% |
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