+144.3%
IWM vs NTAP
+600.9%
-456.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.2% |
| 7D | +2.8% | +9.9% | -7.1% | -0.6% |
| 30D | +0.6% | -22.1% | +22.8% | +9.1% |
| 3M | -7.8% | -7.7% | -0.1% | -6.4% |
| 6M | -1.0% | +60.9% | -61.9% | -20.1% |
| YTD | +13.9% | +76.4% | -62.6% | -12.2% |
| 1Y | +15.4% | +69.3% | -53.9% | -9.6% |
| 3Y | +70.2% | +154.6% | -84.4% | +8.6% |
| 5Y | +23.7% | +131.4% | -107.8% | -19.4% |
| All | +144.3% | +600.9% | -456.5% | +6.4% |
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