+1,261.2%
NTAP vs IAG
+299.6%
+961.6%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.8% | +2.0% |
| 7D | +9.9% | -2.1% | +11.9% | +10.0% |
| 30D | -22.1% | -6.2% | -16.0% | -21.9% |
| 3M | -7.7% | -5.1% | -2.5% | -7.6% |
| 6M | +60.9% | -10.0% | +70.9% | +61.1% |
| YTD | +76.4% | +3.9% | +72.5% | +73.3% |
| 1Y | +69.3% | +18.9% | +50.5% | +64.4% |
| 3Y | +154.6% | +651.8% | -497.1% | +109.3% |
| 5Y | +131.4% | +416.3% | -284.8% | +90.0% |
| 10Y | +600.9% | +377.4% | +223.4% | +443.9% |
| All | +1,261.2% | +299.6% | +961.6% | +731.9% |
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