+1,254.6%
NTAP vs IAG
+377.5%
+877.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -0.8% | -0.5% | -0.2% | -0.7% |
| 30D | -0.5% | +28.9% | -29.4% | -2.6% |
| 3M | +4.1% | +19.1% | -15.1% | +2.3% |
| 6M | +88.0% | -10.3% | +98.2% | +87.9% |
| YTD | +75.6% | +24.2% | +51.4% | +70.5% |
| 1Y | +58.9% | +116.5% | -57.6% | +47.3% |
| 3Y | +153.6% | +742.8% | -589.2% | +106.7% |
| 5Y | +127.6% | +753.3% | -625.7% | +79.9% |
| 10Y | +580.4% | +403.2% | +177.2% | +425.2% |
| All | +1,254.6% | +377.5% | +877.1% | +718.6% |
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