+44.3%
NTAP vs IRE
-97.2%
+141.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +39.6% | -39.7% | -1.7% |
| 7D | -15.1% | -27.2% | +12.1% | -14.5% |
| 30D | -28.1% | -75.1% | +47.0% | -25.7% |
| 3M | -11.4% | -77.9% | +66.4% | -8.8% |
| 6M | +52.2% | -94.6% | +146.8% | +60.1% |
| YTD | +60.4% | -91.5% | +152.0% | +63.9% |
| 1Y | +51.0% | -97.8% | +148.8% | +59.5% |
| All | +44.3% | -97.2% | +141.5% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling