+56.4%
NTAP vs IRM
-12.2%
+68.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.1% |
| 7D | -2.4% | -5.3% | +2.8% | +0.9% |
| 30D | -23.4% | -2.3% | -21.1% | -21.9% |
| 3M | -7.5% | -7.4% | -0.1% | -4.0% |
| 6M | +56.4% | -12.2% | +68.6% | +65.2% |
| All | +56.4% | -12.2% | +68.6% | +65.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling