+142.1%
NTAP vs IVZ
+150.0%
-7.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -7.8% | +2.2% | -9.9% | -8.5% |
| 30D | -25.8% | -2.2% | -23.6% | -25.0% |
| 3M | -11.2% | -8.4% | -2.8% | -8.0% |
| 6M | +49.9% | +6.2% | +43.8% | +45.6% |
| YTD | +66.9% | +12.4% | +54.5% | +57.6% |
| 1Y | +58.8% | +26.0% | +32.8% | +42.9% |
| All | +142.1% | +150.0% | -7.9% | +39.6% |
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