+568.6%
NTAP vs IT
+90.8%
+477.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.3% |
| 7D | -2.4% | -6.8% | +4.4% | 0.0% |
| 30D | -23.4% | -0.6% | -22.9% | -24.3% |
| 3M | -7.5% | +3.1% | -10.6% | -11.0% |
| 6M | +56.4% | +25.5% | +30.9% | +36.1% |
| YTD | +73.6% | -23.5% | +97.1% | +81.8% |
| 1Y | +68.4% | -16.6% | +85.0% | +69.6% |
| 3Y | +150.6% | -53.1% | +203.7% | +214.5% |
| 5Y | +122.5% | -41.4% | +163.9% | +144.1% |
| All | +568.6% | +90.8% | +477.8% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling