+135.6%
NTAP vs IP
+13.9%
+121.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.3% |
| 7D | -15.1% | -5.1% | -10.0% | -14.3% |
| 30D | -28.1% | +8.5% | -36.6% | -29.3% |
| 3M | -11.4% | -13.8% | +2.4% | -9.1% |
| 6M | +52.2% | +5.7% | +46.5% | +48.8% |
| YTD | +60.4% | -9.1% | +69.5% | +61.6% |
| 1Y | +51.0% | -0.8% | +51.8% | +48.4% |
| 3Y | +135.6% | +14.8% | +120.8% | +114.6% |
| All | +135.6% | +13.9% | +121.7% | +114.6% |
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