+147.9%
NTAP vs IOT
+24.0%
+123.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | -7.5% | -4.7% | -2.8% | -6.7% |
| 3M | +14.6% | +17.8% | -3.1% | +9.2% |
| 6M | +91.0% | +16.8% | +74.2% | +81.5% |
| YTD | +73.7% | +8.4% | +65.3% | +66.4% |
| 1Y | +51.2% | -0.8% | +52.0% | +47.3% |
| All | +147.9% | +24.0% | +123.8% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling