+589.7%
NTAP vs IBB
+133.2%
+456.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.6% | +3.8% |
| 7D | -2.4% | -1.4% | -1.1% | -1.4% |
| 30D | -23.4% | +6.8% | -30.2% | -26.3% |
| 3M | -7.5% | +9.2% | -16.7% | -13.0% |
| 6M | +56.4% | +28.3% | +28.0% | +32.1% |
| YTD | +73.6% | +29.4% | +44.3% | +45.0% |
| 1Y | +68.4% | +33.2% | +35.2% | +37.8% |
| 3Y | +150.6% | +90.2% | +60.4% | +60.1% |
| 5Y | +122.5% | +44.0% | +78.5% | +68.1% |
| 10Y | +589.7% | +133.1% | +456.6% | +276.6% |
| All | +589.7% | +133.2% | +456.5% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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