+548.1%
NTAP vs IBB
+560.8%
-12.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.8% |
| 7D | -0.8% | +1.4% | -2.2% | -1.9% |
| 30D | -0.5% | +10.5% | -11.0% | -8.8% |
| 3M | +4.1% | +23.6% | -19.6% | -13.2% |
| 6M | +88.0% | +22.6% | +65.3% | +56.3% |
| YTD | +75.6% | +25.7% | +49.9% | +42.8% |
| 1Y | +58.9% | +51.4% | +7.5% | +10.8% |
| 3Y | +153.6% | +64.4% | +89.2% | +62.2% |
| 5Y | +127.6% | +22.1% | +105.5% | +80.9% |
| 10Y | +580.4% | +132.5% | +447.9% | +193.8% |
| All | +548.1% | +560.8% | -12.7% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling