+69.2%
IWM vs NTAP
+134.8%
-65.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.0% | -15.1% | +13.0% | +1.5% |
| 30D | -1.5% | -28.1% | +26.6% | +5.8% |
| 3M | -8.0% | -11.4% | +3.4% | -6.3% |
| 6M | -4.1% | +52.2% | -56.3% | -17.0% |
| YTD | +11.9% | +60.4% | -48.5% | -5.2% |
| 1Y | +15.0% | +51.0% | -36.0% | -0.8% |
| All | +69.2% | +134.8% | -65.7% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling