+122.8%
NTAP vs ITW
+35.1%
+87.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -1.0% | -2.4% | +1.4% | +0.4% |
| 30D | -7.5% | -9.5% | +2.0% | -2.0% |
| 3M | +14.6% | +6.6% | +8.0% | +9.9% |
| 6M | +91.0% | -1.8% | +92.8% | +91.3% |
| YTD | +73.7% | +9.0% | +64.7% | +62.7% |
| 1Y | +51.2% | +3.6% | +47.7% | +46.0% |
| 3Y | +146.1% | +19.4% | +126.7% | +113.1% |
| 5Y | +122.8% | +36.4% | +86.4% | +66.5% |
| All | +122.8% | +35.1% | +87.7% | +66.5% |
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