+159.9%
NTAP vs IBN
+1,760.3%
-1,600.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +7.2% | +1.9% | +5.3% | +6.6% |
| 30D | -18.4% | +22.1% | -40.5% | -23.4% |
| 3M | -11.3% | +17.1% | -28.4% | -15.8% |
| 6M | +53.8% | +35.5% | +18.2% | +39.6% |
| YTD | +72.0% | +16.8% | +55.2% | +62.8% |
| 1Y | +68.0% | +12.4% | +55.6% | +60.8% |
| 3Y | +149.5% | +58.0% | +91.4% | +113.6% |
| 5Y | +125.6% | +73.7% | +51.9% | +86.6% |
| 10Y | +583.1% | +385.6% | +197.6% | +296.1% |
| All | +159.9% | +1,760.3% | -1,600.4% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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