+127.9%
NTAP vs ITW
+35.5%
+92.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +7.2% | +2.3% | +4.9% | +5.9% |
| 30D | -18.4% | +6.7% | -25.1% | -21.4% |
| 3M | -11.3% | -0.5% | -10.8% | -11.3% |
| 6M | +53.8% | +16.4% | +37.4% | +39.6% |
| YTD | +72.0% | +19.0% | +53.0% | +52.8% |
| 1Y | +68.0% | +20.2% | +47.8% | +48.1% |
| 3Y | +149.5% | +33.1% | +116.4% | +102.2% |
| All | +127.9% | +35.5% | +92.5% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling