+12,141.6%
NTAP vs IRM
+9,515.1%
+2,626.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -7.8% | -5.1% | -2.7% | -5.8% |
| 30D | -25.8% | -3.3% | -22.5% | -24.7% |
| 3M | -11.2% | -8.2% | -3.1% | -8.1% |
| 6M | +49.9% | -12.8% | +62.7% | +57.7% |
| YTD | +66.9% | +36.6% | +30.3% | +46.7% |
| 1Y | +58.8% | +11.9% | +46.9% | +50.3% |
| 3Y | +140.8% | +105.1% | +35.7% | +77.8% |
| 5Y | +115.0% | +182.4% | -67.4% | +37.8% |
| 10Y | +570.8% | +505.1% | +65.6% | +207.3% |
| All | +12,141.6% | +9,515.1% | +2,626.5% | +2,639.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling