+589.7%
NTAP vs IRM
+418.7%
+171.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | +2.2% | +3.0% | -0.8% | +1.0% |
| 30D | -7.0% | -5.2% | -1.8% | -5.1% |
| 3M | +12.3% | -8.0% | +20.3% | +15.6% |
| 6M | +85.1% | +9.2% | +76.0% | +77.2% |
| YTD | +74.8% | +41.0% | +33.8% | +50.2% |
| 1Y | +52.7% | +23.3% | +29.4% | +37.8% |
| 3Y | +147.7% | +102.8% | +44.8% | +79.2% |
| 5Y | +124.8% | +192.8% | -68.0% | +37.5% |
| 10Y | +589.7% | +439.6% | +150.1% | +219.3% |
| All | +589.7% | +418.7% | +171.0% | +219.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling