+171.7%
IWM vs NTAP
+581.2%
-409.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.5% |
| 7D | -1.1% | +2.2% | -3.3% | -1.9% |
| 30D | -3.1% | -7.0% | +3.9% | -0.7% |
| 3M | +2.2% | +12.3% | -10.1% | -2.7% |
| 6M | +15.1% | +85.1% | -70.0% | -11.4% |
| YTD | +18.6% | +74.8% | -56.2% | -7.2% |
| 1Y | +24.0% | +52.7% | -28.7% | +2.2% |
| 3Y | +63.7% | +147.7% | -83.9% | +6.9% |
| 5Y | +38.2% | +124.8% | -86.6% | -7.9% |
| 10Y | +171.7% | +589.7% | -418.0% | +14.7% |
| All | +171.7% | +581.2% | -409.5% | +14.7% |
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 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