+572.0%
NTAP vs IWD
+207.5%
+364.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.3% |
| 7D | -15.1% | -0.5% | -14.6% | -14.5% |
| 30D | -28.1% | +2.7% | -30.7% | -30.1% |
| 3M | -11.4% | +0.9% | -12.3% | -12.3% |
| 6M | +52.2% | +10.5% | +41.7% | +35.8% |
| YTD | +60.4% | +23.7% | +36.7% | +26.0% |
| 1Y | +51.0% | +28.7% | +22.3% | +13.4% |
| 3Y | +135.6% | +79.7% | +55.8% | +22.0% |
| 5Y | +107.5% | +69.7% | +37.8% | +15.1% |
| All | +572.0% | +207.5% | +364.5% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling