+568.6%
NTAP vs IAG
+410.5%
+158.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +4.2% |
| 7D | -2.4% | +3.4% | -5.9% | -2.6% |
| 30D | -23.4% | -2.7% | -20.7% | -23.4% |
| 3M | -7.5% | -0.5% | -7.0% | -7.7% |
| 6M | +56.4% | -4.8% | +61.2% | +56.1% |
| YTD | +73.6% | +9.6% | +64.0% | +71.3% |
| 1Y | +68.4% | +32.2% | +36.2% | +64.4% |
| 3Y | +150.6% | +692.5% | -542.0% | +120.9% |
| 5Y | +122.5% | +447.6% | -325.1% | +93.9% |
| All | +568.6% | +410.5% | +158.1% | +493.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling