+19,958.7%
NTAP vs IP
+198.1%
+19,760.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.3% |
| 7D | -16.1% | +3.4% | -19.5% | -17.5% |
| 30D | -15.9% | +11.2% | -27.2% | -20.1% |
| 3M | -1.2% | -14.8% | +13.5% | +4.4% |
| 6M | +70.1% | +17.3% | +52.8% | +54.4% |
| YTD | +77.9% | -6.2% | +84.1% | +74.5% |
| 1Y | +68.1% | +2.3% | +65.8% | +58.2% |
| 3Y | +161.0% | +17.7% | +143.3% | +119.0% |
| 5Y | +131.1% | -8.4% | +139.5% | +113.4% |
| 10Y | +686.0% | +32.1% | +654.0% | +493.3% |
| All | +19,958.7% | +198.1% | +19,760.6% | +8,556.6% |
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 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