+155.4%
IWM vs NTAP
+575.4%
-420.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +0.3% | -7.8% | +8.0% | +3.0% |
| 30D | +0.6% | -25.8% | +26.4% | +10.9% |
| 3M | -6.2% | -11.2% | +5.0% | -3.5% |
| 6M | -0.8% | +49.9% | -50.7% | -17.9% |
| YTD | +14.8% | +66.9% | -52.1% | -9.8% |
| 1Y | +16.1% | +58.8% | -42.7% | -6.9% |
| 3Y | +71.5% | +140.8% | -69.3% | +11.6% |
| 5Y | +25.8% | +115.0% | -89.2% | -15.8% |
| 10Y | +155.4% | +570.8% | -415.4% | +12.0% |
| All | +155.4% | +575.4% | -420.0% | +12.0% |
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