+68.1%
NTAP vs IRM
+19.5%
+48.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | -16.1% | +2.6% | -18.7% | -16.8% |
| 30D | -15.9% | +5.6% | -21.6% | -17.3% |
| 3M | -1.2% | -4.7% | +3.5% | -0.3% |
| 6M | +70.1% | -6.1% | +76.2% | +71.9% |
| YTD | +77.9% | +46.3% | +31.6% | +60.6% |
| 1Y | +68.1% | +18.7% | +49.4% | +59.8% |
| All | +68.1% | +19.5% | +48.7% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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