+62.3%
IWM vs NTAP
+165.5%
-103.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.1% | -1.6% |
| 7D | -2.4% | +7.4% | -9.8% | -4.2% |
| 30D | -4.6% | -1.4% | -3.2% | -4.4% |
| 3M | -0.3% | +24.6% | -24.8% | -6.1% |
| 6M | +14.7% | +105.9% | -91.2% | -8.5% |
| YTD | +17.8% | +88.5% | -70.7% | -3.8% |
| 1Y | +21.2% | +62.1% | -40.9% | +3.9% |
| 3Y | +62.3% | +169.1% | -106.7% | +16.4% |
| All | +62.3% | +165.5% | -103.2% | +16.4% |
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 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