+625.8%
NTAP vs IVZ
+65.9%
+559.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.1% |
| 7D | +7.4% | -2.4% | +9.8% | +8.5% |
| 30D | -1.4% | +3.0% | -4.4% | -2.6% |
| 3M | +24.6% | +14.9% | +9.7% | +17.0% |
| 6M | +105.9% | +36.7% | +69.1% | +78.9% |
| YTD | +88.5% | +25.7% | +62.9% | +69.2% |
| 1Y | +62.1% | +47.7% | +14.4% | +35.7% |
| 3Y | +169.1% | +138.8% | +30.2% | +77.8% |
| 5Y | +141.9% | +62.1% | +79.8% | +81.1% |
| All | +625.8% | +65.9% | +559.9% | +403.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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