+562.2%
NTAP vs IP
+20.8%
+541.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -4.0% | -3.1% |
| 7D | +7.2% | -0.3% | +7.5% | +7.3% |
| 30D | -18.4% | +7.9% | -26.3% | -21.2% |
| 3M | -11.3% | -15.3% | +4.0% | -6.0% |
| 6M | +53.8% | +10.5% | +43.3% | +43.6% |
| YTD | +72.0% | -9.4% | +81.3% | +71.5% |
| 1Y | +68.0% | -4.6% | +72.7% | +63.3% |
| 3Y | +149.5% | +21.2% | +128.2% | +99.0% |
| 5Y | +125.6% | -13.3% | +138.9% | +111.5% |
| All | +562.2% | +20.8% | +541.4% | +400.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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