+18,003.8%
NTAP vs IP
+186.3%
+17,817.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.0% | -5.8% | -8.1% |
| 7D | -22.5% | -5.0% | -17.5% | -20.8% |
| 30D | -25.7% | +6.5% | -32.2% | -28.0% |
| 3M | -9.0% | -18.0% | +9.0% | -2.1% |
| 6M | +49.2% | +10.3% | +38.9% | +39.1% |
| YTD | +60.6% | -9.9% | +70.5% | +60.4% |
| 1Y | +48.7% | -1.1% | +49.7% | +42.1% |
| 3Y | +135.6% | +13.0% | +122.6% | +101.3% |
| 5Y | +107.8% | -12.3% | +120.0% | +95.6% |
| 10Y | +609.4% | +26.8% | +582.6% | +445.3% |
| All | +18,003.8% | +186.3% | +17,817.5% | +7,856.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling