+2,015.9%
IBM vs NTAP
+23,420.6%
-21,404.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +0.3% | -0.5% | +0.8% | +0.2% |
| 3M | -21.6% | +4.1% | -25.7% | -22.8% |
| 6M | -4.7% | +88.0% | -92.6% | -16.5% |
| YTD | -19.1% | +75.6% | -94.7% | -28.2% |
| 1Y | -2.5% | +58.9% | -61.4% | -12.0% |
| 3Y | +74.2% | +153.6% | -79.4% | +41.4% |
| 5Y | +113.1% | +127.6% | -14.5% | +74.8% |
| 10Y | +133.5% | +580.4% | -446.8% | +52.1% |
| All | +2,015.9% | +23,420.6% | -21,404.7% | +514.3% |
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