+68.1%
NTAP vs IWD
+33.0%
+35.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -4.4% |
| 7D | -16.1% | +2.5% | -18.6% | -18.3% |
| 30D | -15.9% | +6.0% | -21.9% | -21.2% |
| 3M | -1.2% | +3.8% | -5.0% | -5.2% |
| 6M | +70.1% | +16.3% | +53.7% | +41.6% |
| YTD | +77.9% | +27.5% | +50.5% | +31.6% |
| 1Y | +68.1% | +32.8% | +35.3% | +17.5% |
| All | +68.1% | +33.0% | +35.1% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling