+153.5%
NTAP vs IRM
+101.2%
+52.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +3.3% | +1.6% | +1.6% | +2.6% |
| 30D | -0.2% | -4.2% | +4.0% | +1.4% |
| 3M | +11.4% | -5.4% | +16.8% | +13.3% |
| 6M | +88.7% | +12.0% | +76.7% | +78.6% |
| YTD | +78.9% | +42.0% | +36.9% | +52.5% |
| 1Y | +58.8% | +29.9% | +29.0% | +39.5% |
| 3Y | +153.5% | +104.4% | +49.2% | +76.2% |
| All | +153.5% | +101.2% | +52.3% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling