+293.0%
IBKR vs NTAP
+165.5%
+127.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.5% | -6.4% | -0.8% |
| 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% | -5.6% |
| 6M | +33.9% | +105.9% | -72.0% | -1.5% |
| YTD | +42.5% | +88.5% | -46.0% | +8.4% |
| 1Y | +44.9% | +62.1% | -17.2% | +17.5% |
| 3Y | +293.0% | +169.1% | +124.0% | +180.2% |
| All | +293.0% | +165.5% | +127.5% | +180.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling