+68.1%
NTAP vs IWF
-1.6%
+69.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -2.0% |
| 7D | -16.1% | -4.2% | -11.9% | -12.2% |
| 30D | -15.9% | -8.1% | -7.8% | -8.3% |
| 3M | -1.2% | -5.1% | +3.8% | +4.5% |
| 6M | +70.1% | -1.4% | +71.5% | +75.8% |
| YTD | +77.9% | -0.1% | +78.0% | +86.5% |
| 1Y | +68.1% | -1.3% | +69.4% | +78.6% |
| All | +68.1% | -1.6% | +69.8% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling