+20,069.3%
NTAP vs ITW
+3,309.9%
+16,759.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.3% |
| 7D | +3.3% | -0.4% | +3.7% | +3.6% |
| 30D | -0.2% | -9.4% | +9.2% | +6.6% |
| 3M | +11.4% | +7.1% | +4.3% | +5.8% |
| 6M | +88.7% | -1.9% | +90.5% | +88.8% |
| YTD | +78.9% | +10.4% | +68.5% | +65.1% |
| 1Y | +58.8% | +3.3% | +55.5% | +52.9% |
| 3Y | +153.5% | +21.0% | +132.5% | +116.6% |
| 5Y | +136.7% | +36.3% | +100.4% | +84.0% |
| 10Y | +590.2% | +185.8% | +404.4% | +216.0% |
| All | +20,069.3% | +3,309.9% | +16,759.3% | +2,146.7% |
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 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