+41.8%
IYR vs NTAP
+148.4%
-106.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | +0.6% | +7.2% | -6.6% | +0.1% |
| 30D | +6.6% | -18.4% | +24.9% | +8.0% |
| 3M | -1.8% | -11.3% | +9.5% | -1.3% |
| 6M | +1.4% | +53.8% | -52.3% | -4.2% |
| YTD | +10.5% | +72.0% | -61.4% | +2.5% |
| 1Y | +10.6% | +68.0% | -57.4% | +2.8% |
| 3Y | +41.8% | +149.5% | -107.7% | +22.1% |
| All | +41.8% | +148.4% | -106.6% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling