+127.9%
NTAP vs IWD
+72.9%
+55.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.8% |
| 7D | +7.2% | +2.3% | +4.9% | +4.4% |
| 30D | -18.4% | +3.6% | -22.0% | -21.5% |
| 3M | -11.3% | +2.2% | -13.5% | -13.4% |
| 6M | +53.8% | +13.0% | +40.8% | +33.5% |
| YTD | +72.0% | +26.5% | +45.5% | +30.8% |
| 1Y | +68.0% | +30.1% | +37.9% | +23.7% |
| 3Y | +149.5% | +84.9% | +64.6% | +24.0% |
| All | +127.9% | +72.9% | +55.0% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling