+20,069.3%
NTAP vs IFF
+256.1%
+19,813.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.3% |
| 7D | +3.3% | -0.2% | +3.4% | +3.3% |
| 30D | -0.2% | -0.3% | +0.1% | -0.3% |
| 3M | +11.4% | +18.6% | -7.2% | +2.7% |
| 6M | +88.7% | +17.4% | +71.3% | +71.4% |
| YTD | +78.9% | +28.5% | +50.4% | +55.6% |
| 1Y | +58.8% | +32.5% | +26.3% | +35.7% |
| 3Y | +153.5% | +34.1% | +119.5% | +108.9% |
| 5Y | +136.7% | -35.2% | +171.9% | +157.7% |
| 10Y | +590.2% | -21.1% | +611.3% | +557.1% |
| All | +20,069.3% | +256.1% | +19,813.1% | +8,752.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling