+625.8%
NTAP vs IJH
+184.0%
+441.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.8% | +7.8% |
| 7D | +7.4% | -1.9% | +9.2% | +9.4% |
| 30D | -1.4% | -4.6% | +3.3% | +3.3% |
| 3M | +24.6% | -1.2% | +25.7% | +26.1% |
| 6M | +105.9% | +9.4% | +96.5% | +88.8% |
| YTD | +88.5% | +13.3% | +75.2% | +67.5% |
| 1Y | +62.1% | +13.4% | +48.7% | +44.2% |
| 3Y | +169.1% | +50.4% | +118.6% | +83.2% |
| 5Y | +141.9% | +49.0% | +92.9% | +65.0% |
| All | +625.8% | +184.0% | +441.8% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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