+625.8%
NTAP vs ITW
+194.8%
+431.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +7.8% |
| 7D | +7.4% | -0.7% | +8.1% | +7.9% |
| 30D | -1.4% | -8.3% | +7.0% | +4.4% |
| 3M | +24.6% | +6.0% | +18.5% | +19.4% |
| 6M | +105.9% | 0.0% | +105.9% | +103.7% |
| YTD | +88.5% | +10.2% | +78.3% | +74.3% |
| 1Y | +62.1% | +3.2% | +58.9% | +56.3% |
| 3Y | +169.1% | +21.0% | +148.1% | +129.4% |
| 5Y | +141.9% | +37.9% | +104.0% | +84.9% |
| All | +625.8% | +194.8% | +431.0% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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