+65.6%
IYR vs NTAP
+591.7%
-526.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -2.8% | -1.0% | -1.9% | -2.6% |
| 30D | -2.5% | -7.5% | +5.0% | -1.0% |
| 3M | -3.0% | +14.6% | -17.6% | -6.2% |
| 6M | +1.6% | +91.0% | -89.4% | -13.8% |
| YTD | +7.3% | +73.7% | -66.4% | -7.3% |
| 1Y | +5.6% | +51.2% | -45.6% | -5.9% |
| 3Y | +28.1% | +146.1% | -118.0% | -2.5% |
| 5Y | +6.1% | +122.8% | -116.7% | -18.6% |
| All | +65.6% | +591.7% | -526.1% | -4.3% |
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