+51.2%
NTAP vs IEF
-2.3%
+53.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | -7.5% | -1.5% | -6.0% | -7.1% |
| 3M | +14.6% | -1.7% | +16.3% | +15.2% |
| 6M | +91.0% | -3.5% | +94.5% | +90.7% |
| YTD | +73.7% | -2.6% | +76.3% | +73.8% |
| 1Y | +51.2% | -2.4% | +53.6% | +55.4% |
| All | +51.2% | -2.3% | +53.6% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling