+153.5%
NTAP vs IWF
+79.6%
+73.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.2% |
| 7D | +3.3% | +1.5% | +1.8% | +1.8% |
| 30D | -0.2% | -1.3% | +1.1% | +1.0% |
| 3M | +11.4% | +0.1% | +11.3% | +11.1% |
| 6M | +88.7% | +10.3% | +78.4% | +71.5% |
| YTD | +78.9% | +4.2% | +74.8% | +72.4% |
| 1Y | +58.8% | +9.3% | +49.5% | +46.0% |
| 3Y | +153.5% | +79.3% | +74.2% | +57.1% |
| All | +153.5% | +79.6% | +73.9% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling