+990.2%
IBKR vs NTAP
+650.8%
+339.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.5% | -6.4% | -0.9% |
| 7D | -1.3% | +7.4% | -8.7% | -3.9% |
| 30D | -0.2% | -1.4% | +1.1% | 0.0% |
| 3M | +3.0% | +24.6% | -21.6% | -5.5% |
| 6M | +33.9% | +105.9% | -72.0% | +0.3% |
| YTD | +42.5% | +88.5% | -46.0% | +10.0% |
| 1Y | +44.9% | +62.1% | -17.2% | +18.2% |
| 3Y | +293.0% | +169.1% | +124.0% | +160.7% |
| 5Y | +497.7% | +141.9% | +355.8% | +304.2% |
| All | +990.2% | +650.8% | +339.4% | +383.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling