+144.5%
IBM vs NTAP
+581.2%
-436.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.7% | +4.1% |
| 7D | +3.6% | +2.2% | +1.4% | +2.8% |
| 30D | +1.5% | -7.0% | +8.6% | +3.7% |
| 3M | -12.9% | +12.3% | -25.2% | -17.3% |
| 6M | -3.9% | +85.1% | -89.0% | -23.0% |
| YTD | -17.3% | +74.8% | -92.1% | -32.7% |
| 1Y | -5.0% | +52.7% | -57.7% | -19.4% |
| 3Y | +78.2% | +147.7% | -69.4% | +24.0% |
| 5Y | +120.6% | +124.8% | -4.2% | +55.2% |
| 10Y | +144.5% | +589.7% | -445.2% | +13.6% |
| All | +144.5% | +581.2% | -436.7% | +13.6% |
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