+562.9%
NTAP vs IP
+23.9%
+539.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -7.8% | 0.0% | -7.8% | -7.6% |
| 30D | -25.8% | +9.4% | -35.2% | -28.7% |
| 3M | -11.2% | -14.1% | +2.8% | -6.4% |
| 6M | +49.9% | +9.2% | +40.8% | +40.8% |
| YTD | +66.9% | -7.5% | +74.4% | +65.2% |
| 1Y | +58.8% | -2.8% | +61.6% | +53.3% |
| 3Y | +140.8% | +21.2% | +119.6% | +92.7% |
| 5Y | +115.0% | -11.5% | +126.5% | +100.0% |
| All | +562.9% | +23.9% | +539.0% | +366.4% |
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