+44.7%
IBKR vs NTAP
+61.4%
-16.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | +4.5% | -0.5% | +5.0% | +4.4% |
| 3M | +6.5% | +4.1% | +2.4% | +4.6% |
| 6M | +34.2% | +88.0% | -53.8% | +5.2% |
| YTD | +44.5% | +75.6% | -31.1% | +17.0% |
| 1Y | +44.7% | +58.9% | -14.2% | +25.5% |
| All | +44.7% | +61.4% | -16.7% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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