+212.3%
IEFA vs NTAP
+793.5%
-581.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.5% |
| 7D | -0.5% | +2.2% | -2.7% | -1.0% |
| 30D | -1.1% | -7.0% | +5.9% | +0.5% |
| 3M | +5.1% | +12.3% | -7.2% | +1.7% |
| 6M | +9.3% | +85.1% | -75.8% | -7.6% |
| YTD | +13.0% | +74.8% | -61.8% | -3.4% |
| 1Y | +19.2% | +52.7% | -33.5% | +5.2% |
| 3Y | +67.0% | +147.7% | -80.7% | +26.2% |
| 5Y | +51.1% | +124.8% | -73.7% | +15.3% |
| 10Y | +146.5% | +589.7% | -443.2% | +33.8% |
| All | +212.3% | +793.5% | -581.2% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling