+590.2%
NTAP vs IWD
+195.2%
+395.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.8% |
| 7D | +3.3% | -0.2% | +3.4% | +3.4% |
| 30D | -0.2% | -0.8% | +0.6% | +0.6% |
| 3M | +11.4% | +8.0% | +3.4% | +1.7% |
| 6M | +88.7% | +18.2% | +70.5% | +55.4% |
| YTD | +78.9% | +22.3% | +56.6% | +42.0% |
| 1Y | +58.8% | +28.9% | +29.9% | +18.9% |
| 3Y | +153.5% | +71.5% | +82.0% | +37.8% |
| 5Y | +136.7% | +73.6% | +63.1% | +27.5% |
| 10Y | +590.2% | +194.7% | +395.5% | +98.5% |
| All | +590.2% | +195.2% | +395.0% | +98.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling