+143.4%
NTAP vs IJH
+48.0%
+95.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.8% | +7.8% |
| 7D | +7.4% | -1.9% | +9.2% | +9.3% |
| 30D | -1.4% | -4.6% | +3.3% | +3.2% |
| 3M | +24.6% | -1.2% | +25.7% | +26.1% |
| 6M | +105.9% | +9.4% | +96.5% | +89.0% |
| YTD | +88.5% | +13.3% | +75.2% | +67.8% |
| 1Y | +62.1% | +13.4% | +48.7% | +44.4% |
| 3Y | +169.1% | +50.4% | +118.6% | +85.9% |
| All | +143.4% | +48.0% | +95.4% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling