+576.6%
NTAP vs IWD
+212.1%
+364.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.1% | +1.8% |
| 7D | -5.0% | +1.3% | -6.2% | -6.2% |
| 30D | -25.8% | +3.6% | -29.3% | -28.6% |
| 3M | -6.9% | +2.3% | -9.2% | -9.2% |
| 6M | +50.0% | +13.0% | +37.0% | +30.5% |
| YTD | +66.9% | +26.2% | +40.8% | +28.3% |
| 1Y | +58.3% | +30.5% | +27.8% | +17.1% |
| 3Y | +145.1% | +86.2% | +58.9% | +22.0% |
| 5Y | +114.2% | +72.9% | +41.3% | +16.4% |
| 10Y | +576.6% | +205.0% | +371.5% | +102.0% |
| All | +576.6% | +212.1% | +364.5% | +102.0% |
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