+147.5%
NTAP vs IP
+21.5%
+126.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -0.8% | -5.3% | +4.5% | +0.3% |
| 30D | -0.5% | -10.9% | +10.3% | +1.7% |
| 3M | +4.1% | +11.2% | -7.1% | +1.0% |
| 6M | +88.0% | -10.2% | +98.2% | +91.4% |
| YTD | +75.6% | -2.0% | +77.6% | +74.5% |
| 1Y | +58.9% | -19.1% | +78.0% | +65.4% |
| All | +147.5% | +21.5% | +126.0% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling