+1,239.6%
NTAP vs IAG
+321.3%
+918.3%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +4.2% |
| 7D | -2.4% | +3.4% | -5.9% | -2.7% |
| 30D | -23.4% | -2.7% | -20.7% | -23.4% |
| 3M | -7.5% | -0.5% | -7.0% | -7.8% |
| 6M | +56.4% | -4.8% | +61.2% | +55.9% |
| YTD | +73.6% | +9.6% | +64.0% | +69.9% |
| 1Y | +68.4% | +32.2% | +36.2% | +62.2% |
| 3Y | +150.6% | +692.5% | -542.0% | +105.2% |
| 5Y | +122.5% | +447.6% | -325.1% | +81.9% |
| 10Y | +589.7% | +403.3% | +186.4% | +433.3% |
| All | +1,239.6% | +321.3% | +918.3% | +715.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling