+2,543.2%
NOC vs IWF
+727.1%
+1,816.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.2% | +0.5% | -5.7% | -5.4% |
| 30D | -7.2% | -0.4% | -6.8% | -7.1% |
| 3M | -5.1% | -2.6% | -2.5% | -4.4% |
| 6M | -31.1% | +9.1% | -40.2% | -34.4% |
| YTD | -8.6% | +4.5% | -13.1% | -11.3% |
| 1Y | -9.7% | +10.1% | -19.8% | -14.8% |
| 3Y | +24.3% | +77.6% | -53.4% | -11.1% |
| 5Y | +52.6% | +73.7% | -21.1% | +6.7% |
| 10Y | +183.6% | +411.5% | -227.9% | +3.4% |
| All | +2,543.2% | +727.1% | +1,816.2% | +503.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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