+12,843.5%
NTAP vs IRM
+9,844.9%
+2,998.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.9% |
| 7D | +9.9% | +8.6% | +1.3% | +6.5% |
| 30D | -22.1% | 0.0% | -22.1% | -22.0% |
| 3M | -7.7% | -7.1% | -0.5% | -4.8% |
| 6M | +60.9% | -7.9% | +68.8% | +65.8% |
| YTD | +76.4% | +41.3% | +35.1% | +53.1% |
| 1Y | +69.3% | +20.7% | +48.6% | +55.7% |
| 3Y | +154.6% | +112.2% | +42.5% | +85.6% |
| 5Y | +131.4% | +191.2% | -59.8% | +46.6% |
| 10Y | +600.9% | +524.3% | +76.6% | +217.3% |
| All | +12,843.5% | +9,844.9% | +2,998.6% | +2,759.7% |
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