+68.1%
NTAP vs IFF
+44.8%
+23.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -2.2% |
| 7D | -16.1% | -3.3% | -12.8% | -16.4% |
| 30D | -15.9% | +5.3% | -21.2% | -15.7% |
| 3M | -1.2% | +8.9% | -10.1% | -0.8% |
| 6M | +70.1% | +26.3% | +43.7% | +70.1% |
| YTD | +77.9% | +32.2% | +45.8% | +70.0% |
| 1Y | +68.1% | +45.8% | +22.4% | +56.7% |
| All | +68.1% | +44.8% | +23.3% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling