+700.6%
IYR vs NTAP
+215.0%
+485.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.2% | -0.8% | -0.5% | -1.1% |
| 30D | -2.9% | -0.5% | -2.3% | -2.9% |
| 3M | +0.8% | +4.1% | -3.2% | -0.2% |
| 6M | +1.9% | +88.0% | -86.1% | -8.6% |
| YTD | +9.6% | +75.6% | -65.9% | -0.8% |
| 1Y | +8.1% | +58.9% | -50.8% | -0.9% |
| 3Y | +29.2% | +153.6% | -124.4% | +8.5% |
| 5Y | +4.3% | +127.6% | -123.4% | -11.6% |
| 10Y | +64.7% | +580.4% | -515.7% | +15.1% |
| All | +700.6% | +215.0% | +485.6% | +400.9% |
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