+313.7%
IVV vs NTAP
+583.2%
-269.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | +0.5% | +3.3% | -2.8% | -0.5% |
| 30D | -1.0% | -0.2% | -0.8% | -1.1% |
| 3M | +3.9% | +11.4% | -7.5% | 0.0% |
| 6M | +14.5% | +88.7% | -74.2% | -7.9% |
| YTD | +12.9% | +78.9% | -66.0% | -8.1% |
| 1Y | +19.4% | +58.8% | -39.5% | +0.7% |
| 3Y | +78.8% | +153.5% | -74.7% | +24.9% |
| 5Y | +82.2% | +136.7% | -54.5% | +27.8% |
| 10Y | +313.7% | +590.2% | -276.5% | +102.6% |
| All | +313.7% | +583.2% | -269.5% | +102.6% |
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