+149.5%
NTAP vs IEF
+10.9%
+138.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.6% |
| 7D | +7.2% | -2.0% | +9.2% | +6.8% |
| 30D | -18.4% | +0.7% | -19.1% | -18.4% |
| 3M | -11.3% | -2.5% | -8.8% | -11.3% |
| 6M | +53.8% | -2.6% | +56.3% | +53.7% |
| YTD | +72.0% | -3.2% | +75.2% | +71.8% |
| 1Y | +68.0% | -3.0% | +71.1% | +67.9% |
| 3Y | +149.5% | +10.5% | +138.9% | +134.0% |
| All | +149.5% | +10.9% | +138.6% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling