+769.1%
IWM vs NTAP
+293.7%
+475.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.8% | +2.3% |
| 7D | +1.2% | -5.0% | +6.2% | +2.4% |
| 30D | +1.3% | -25.8% | +27.0% | +8.4% |
| 3M | -6.1% | -6.9% | +0.8% | -5.2% |
| 6M | -0.1% | +50.0% | -50.1% | -11.4% |
| YTD | +15.5% | +66.9% | -51.4% | -0.7% |
| 1Y | +18.1% | +58.3% | -40.1% | +2.8% |
| 3Y | +74.6% | +145.1% | -70.5% | +34.4% |
| 5Y | +24.6% | +114.2% | -89.6% | -1.4% |
| 10Y | +161.3% | +576.6% | -415.3% | +53.9% |
| All | +769.1% | +293.7% | +475.4% | +278.2% |
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