+568.7%
NTAP vs IEF
+4.0%
+564.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -1.1% |
| 7D | -1.0% | -1.2% | +0.2% | -1.7% |
| 30D | -7.5% | -1.5% | -6.0% | -8.3% |
| 3M | +14.6% | -1.7% | +16.3% | +13.4% |
| 6M | +91.0% | -3.5% | +94.5% | +86.6% |
| YTD | +73.7% | -2.6% | +76.3% | +70.7% |
| 1Y | +51.2% | -2.4% | +53.6% | +49.0% |
| 3Y | +146.1% | +8.9% | +137.2% | +160.8% |
| 5Y | +122.8% | -9.2% | +132.1% | +74.7% |
| All | +568.7% | +4.0% | +564.7% | +587.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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