+144.6%
IEFA vs NTAP
+650.8%
-506.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.5% | -7.5% | -1.0% |
| 7D | -1.6% | +7.4% | -8.9% | -3.3% |
| 30D | -1.5% | -1.4% | -0.1% | -1.4% |
| 3M | +3.4% | +24.6% | -21.1% | -2.4% |
| 6M | +9.5% | +105.9% | -96.4% | -10.0% |
| YTD | +13.0% | +88.5% | -75.5% | -5.3% |
| 1Y | +18.0% | +62.1% | -44.1% | +2.6% |
| 3Y | +65.4% | +169.1% | -103.7% | +21.6% |
| 5Y | +51.6% | +141.9% | -90.3% | +12.7% |
| All | +144.6% | +650.8% | -506.2% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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