+143.4%
NTAP vs IFF
-35.8%
+179.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.1% | +8.7% |
| 7D | +7.4% | -3.2% | +10.5% | +8.1% |
| 30D | -1.4% | -0.3% | -1.1% | -1.4% |
| 3M | +24.6% | +8.4% | +16.1% | +21.7% |
| 6M | +105.9% | +23.0% | +82.9% | +92.5% |
| YTD | +88.5% | +25.5% | +63.1% | +74.3% |
| 1Y | +62.1% | +29.1% | +33.0% | +48.3% |
| 3Y | +169.1% | +31.7% | +137.4% | +138.0% |
| All | +143.4% | -35.8% | +179.2% | +166.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling