+16.1%
IWM vs NTAP
+56.4%
-40.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +0.3% | -7.8% | +8.0% | +1.2% |
| 30D | +0.6% | -25.8% | +26.4% | +3.8% |
| 3M | -6.2% | -11.2% | +5.0% | -5.2% |
| 6M | -0.8% | +49.9% | -50.7% | -7.9% |
| YTD | +14.8% | +66.9% | -52.1% | +3.4% |
| 1Y | +16.1% | +58.8% | -42.7% | +7.1% |
| All | +16.1% | +56.4% | -40.2% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling