+514.5%
NTAP vs INVH
+79.4%
+435.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +2.2% | -2.3% | +4.5% | +3.0% |
| 30D | -7.0% | -5.7% | -1.3% | -5.1% |
| 3M | +12.3% | -4.5% | +16.8% | +13.8% |
| 6M | +85.1% | +11.0% | +74.2% | +76.9% |
| YTD | +74.8% | +3.7% | +71.1% | +70.9% |
| 1Y | +52.7% | -2.8% | +55.5% | +52.7% |
| 3Y | +147.7% | -7.1% | +154.8% | +148.1% |
| 5Y | +124.8% | -19.4% | +144.2% | +135.0% |
| All | +514.5% | +79.4% | +435.1% | +388.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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