+334.9%
NTAP vs IWD
+726.5%
-391.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.0% |
| 7D | -0.8% | -0.3% | -0.5% | -0.4% |
| 30D | -0.5% | +0.6% | -1.1% | -1.3% |
| 3M | +4.1% | +7.2% | -3.2% | -4.8% |
| 6M | +88.0% | +16.2% | +71.7% | +55.0% |
| YTD | +75.6% | +23.3% | +52.2% | +34.7% |
| 1Y | +58.9% | +29.6% | +29.3% | +14.8% |
| 3Y | +153.6% | +70.5% | +83.1% | +29.6% |
| 5Y | +127.6% | +73.5% | +54.2% | +13.9% |
| 10Y | +580.4% | +198.3% | +382.1% | +70.0% |
| All | +334.9% | +726.5% | -391.6% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling