+130.1%
NTAP vs IVZ
+62.7%
+67.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.5% |
| 3M | +11.4% | +18.2% | -6.8% | +3.4% |
| 6M | +88.7% | +38.6% | +50.1% | +63.1% |
| YTD | +78.9% | +25.9% | +53.0% | +60.6% |
| 1Y | +58.8% | +51.7% | +7.1% | +31.6% |
| 3Y | +153.5% | +138.7% | +14.9% | +66.5% |
| All | +130.1% | +62.7% | +67.4% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling