+144.7%
IBM vs NTAP
+114.4%
+30.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -1.5% | -7.8% | +6.2% | +0.4% |
| 30D | +8.4% | -25.8% | +34.2% | +16.3% |
| 3M | +4.2% | -11.2% | +15.4% | +6.2% |
| 6M | +7.9% | +49.9% | -42.0% | -6.4% |
| YTD | -15.2% | +66.9% | -82.0% | -28.8% |
| 1Y | -18.7% | +58.8% | -77.6% | -30.9% |
| 3Y | +79.2% | +140.8% | -61.6% | +32.0% |
| 5Y | +144.7% | +115.0% | +29.7% | +80.7% |
| All | +144.7% | +114.4% | +30.3% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling