+19,285.4%
NTAP vs ITW
+3,572.6%
+15,712.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | +7.2% | +2.3% | +4.9% | +5.6% |
| 30D | -18.4% | +6.7% | -25.1% | -22.0% |
| 3M | -11.3% | -0.5% | -10.8% | -11.5% |
| 6M | +53.8% | +16.4% | +37.4% | +37.2% |
| YTD | +72.0% | +19.0% | +53.0% | +50.2% |
| 1Y | +68.0% | +20.2% | +47.8% | +45.6% |
| 3Y | +149.5% | +33.1% | +116.4% | +99.1% |
| 5Y | +125.6% | +35.7% | +89.9% | +75.3% |
| 10Y | +583.1% | +194.0% | +389.1% | +205.6% |
| All | +19,285.4% | +3,572.6% | +15,712.8% | +1,944.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling