+153.5%
NTAP vs IVZ
+140.4%
+13.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.8% |
| 7D | +3.3% | +1.1% | +2.2% | +2.8% |
| 30D | -0.2% | +3.1% | -3.3% | -1.4% |
| 3M | +11.4% | +18.2% | -6.8% | +3.7% |
| 6M | +88.7% | +38.6% | +50.1% | +63.9% |
| YTD | +78.9% | +25.9% | +53.0% | +61.4% |
| 1Y | +58.8% | +51.7% | +7.1% | +32.6% |
| 3Y | +153.5% | +138.7% | +14.9% | +63.9% |
| All | +153.5% | +140.4% | +13.2% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling