+113.8%
NTAP vs IVZ
+38.7%
+75.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.8% |
| 6M | +49.9% | +6.2% | +43.8% | +45.3% |
| YTD | +66.9% | +12.4% | +54.5% | +56.9% |
| 1Y | +58.8% | +26.0% | +32.8% | +41.9% |
| 3Y | +140.8% | +147.9% | -7.0% | +53.3% |
| All | +113.8% | +38.7% | +75.1% | +70.8% |
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