+150.3%
NTAP vs IOT
+54.1%
+96.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +7.4% | -4.5% | +11.9% | +8.3% |
| 30D | -1.4% | -2.4% | +1.1% | -1.1% |
| 3M | +24.6% | +19.0% | +5.6% | +19.9% |
| 6M | +105.9% | +19.6% | +86.3% | +97.6% |
| YTD | +88.5% | +8.3% | +80.3% | +82.7% |
| 1Y | +62.1% | -0.8% | +62.9% | +59.0% |
| 3Y | +169.1% | +24.4% | +144.6% | +149.2% |
| All | +150.3% | +54.1% | +96.2% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling