+1,395.9%
IBKR vs NTAP
+548.2%
+847.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.7% |
| 7D | -3.8% | -1.0% | -2.8% | -3.5% |
| 30D | -0.3% | -7.5% | +7.2% | +2.2% |
| 3M | +4.8% | +14.6% | -9.8% | -0.6% |
| 6M | +30.8% | +91.0% | -60.2% | +2.4% |
| YTD | +39.5% | +73.7% | -34.2% | +12.5% |
| 1Y | +43.7% | +51.2% | -7.6% | +21.6% |
| 3Y | +284.7% | +146.1% | +138.5% | +170.0% |
| 5Y | +484.9% | +122.8% | +362.1% | +318.7% |
| 10Y | +980.8% | +585.5% | +395.4% | +395.2% |
| All | +1,395.9% | +548.2% | +847.7% | +338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling