+568.7%
NTAP vs IAG
+423.2%
+145.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -1.0% | -4.1% | +3.1% | -0.8% |
| 30D | -7.5% | +10.6% | -18.1% | -8.0% |
| 3M | +14.6% | +35.4% | -20.8% | +12.7% |
| 6M | +91.0% | -9.5% | +100.5% | +91.0% |
| YTD | +73.7% | +21.8% | +51.9% | +70.7% |
| 1Y | +51.2% | +84.1% | -32.9% | +45.3% |
| 3Y | +146.1% | +817.4% | -671.2% | +116.1% |
| 5Y | +122.8% | +830.1% | -707.3% | +91.8% |
| All | +568.7% | +423.2% | +145.5% | +485.7% |
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