+738.6%
IVV vs NTAP
+251.7%
+486.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -2.7% | -15.1% | +12.4% | +0.4% |
| 30D | -5.4% | -28.1% | +22.7% | +0.7% |
| 3M | -4.1% | -11.4% | +7.4% | -2.3% |
| 6M | +0.7% | +52.2% | -51.5% | -8.9% |
| YTD | +8.7% | +60.4% | -51.7% | -3.1% |
| 1Y | +11.0% | +51.0% | -40.0% | 0.0% |
| 3Y | +75.4% | +135.6% | -60.1% | +42.3% |
| 5Y | +68.3% | +107.5% | -39.2% | +39.1% |
| 10Y | +315.5% | +608.6% | -293.1% | +163.7% |
| All | +738.6% | +251.7% | +486.9% | +316.6% |
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 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