+332.9%
NTAP vs IJH
+1,055.9%
-723.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -1.0% |
| 7D | +2.2% | -0.7% | +2.9% | +3.2% |
| 30D | -7.0% | -3.8% | -3.2% | -2.3% |
| 3M | +12.3% | 0.0% | +12.3% | +12.2% |
| 6M | +85.1% | +8.8% | +76.4% | +65.7% |
| YTD | +74.8% | +13.5% | +61.3% | +48.4% |
| 1Y | +52.7% | +15.4% | +37.3% | +27.1% |
| 3Y | +147.7% | +50.9% | +96.7% | +44.0% |
| 5Y | +124.8% | +47.8% | +77.0% | +30.2% |
| 10Y | +589.7% | +183.1% | +406.7% | +54.3% |
| All | +332.9% | +1,055.9% | -723.0% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling