+19,472.4%
NTAP vs IVZ
+778.0%
+18,694.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.4% |
| 7D | -2.4% | -2.8% | +0.3% | -1.1% |
| 30D | -23.4% | -2.2% | -21.3% | -22.6% |
| 3M | -7.5% | -8.1% | +0.6% | -3.9% |
| 6M | +56.4% | +3.8% | +52.6% | +52.6% |
| YTD | +73.6% | +11.5% | +62.2% | +62.9% |
| 1Y | +68.4% | +23.7% | +44.7% | +50.4% |
| 3Y | +150.6% | +145.8% | +4.8% | +58.2% |
| 5Y | +122.5% | +36.1% | +86.3% | +77.0% |
| 10Y | +589.7% | +42.4% | +547.3% | +374.2% |
| All | +19,472.4% | +778.0% | +18,694.3% | +4,820.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling