+492.2%
NTAP vs IBB
+566.2%
-74.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.5% |
| 7D | -15.1% | -1.8% | -13.2% | -13.6% |
| 30D | -28.1% | +5.1% | -33.1% | -30.8% |
| 3M | -11.4% | +10.7% | -22.2% | -19.3% |
| 6M | +52.2% | +22.9% | +29.3% | +26.6% |
| YTD | +60.4% | +26.7% | +33.7% | +29.1% |
| 1Y | +51.0% | +35.1% | +15.9% | +15.1% |
| 3Y | +135.6% | +80.2% | +55.4% | +39.5% |
| 5Y | +107.5% | +37.8% | +69.7% | +49.0% |
| 10Y | +608.6% | +161.2% | +447.4% | +177.1% |
| All | +492.2% | +566.2% | -74.0% | -27.6% |
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 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