+12,780.3%
NTAP vs IRM
+9,964.6%
+2,815.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -0.5% | -8.1% | +7.5% | +2.6% |
| 3M | +4.1% | -9.7% | +13.7% | +7.8% |
| 6M | +88.0% | +10.0% | +78.0% | +79.8% |
| YTD | +75.6% | +43.0% | +32.6% | +51.3% |
| 1Y | +58.9% | +32.7% | +26.2% | +40.2% |
| 3Y | +153.6% | +102.7% | +50.9% | +87.3% |
| 5Y | +127.6% | +187.6% | -59.9% | +44.2% |
| 10Y | +580.4% | +420.1% | +160.3% | +228.0% |
| All | +12,780.3% | +9,964.6% | +2,815.8% | +2,725.7% |
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