+153.5%
NTAP vs IAG
+797.8%
-644.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.0% |
| 7D | +3.3% | +4.3% | -1.0% | +3.0% |
| 30D | -0.2% | +9.8% | -10.0% | -0.8% |
| 3M | +11.4% | +28.9% | -17.5% | +9.3% |
| 6M | +88.7% | -7.6% | +96.3% | +88.6% |
| YTD | +78.9% | +22.0% | +57.0% | +74.8% |
| 1Y | +58.8% | +99.5% | -40.7% | +48.4% |
| 3Y | +153.5% | +818.3% | -664.7% | +100.6% |
| All | +153.5% | +797.8% | -644.2% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling