+68.4%
NTAP vs IRE
-97.4%
+165.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.1% | -8.1% | +3.6% |
| 7D | -2.4% | -15.1% | +12.7% | -2.2% |
| 30D | -23.4% | -71.4% | +47.9% | -21.2% |
| 3M | -7.5% | -81.2% | +73.6% | -4.4% |
| 6M | +56.4% | -93.7% | +150.1% | +64.1% |
| YTD | +73.6% | -92.2% | +165.8% | +79.0% |
| 1Y | +68.4% | -97.3% | +165.7% | +72.4% |
| All | +68.4% | -97.4% | +165.8% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling