+808.3%
IWM vs NTAP
+314.0%
+494.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | -1.3% | -0.5% | -0.7% | -1.3% |
| 3M | +1.6% | +4.1% | -2.5% | +0.1% |
| 6M | +13.6% | +88.0% | -74.4% | -4.2% |
| YTD | +20.8% | +75.6% | -54.8% | +3.2% |
| 1Y | +26.4% | +58.9% | -32.5% | +10.7% |
| 3Y | +60.7% | +153.6% | -92.9% | +23.5% |
| 5Y | +38.2% | +127.6% | -89.5% | +8.4% |
| 10Y | +169.5% | +580.4% | -410.9% | +59.4% |
| All | +808.3% | +314.0% | +494.3% | +293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling