+325.9%
NTAP vs IWF
+670.6%
-344.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -0.9% |
| 7D | +7.2% | +2.8% | +4.4% | +3.1% |
| 30D | -18.4% | -7.5% | -10.8% | -8.1% |
| 3M | -11.3% | -8.5% | -2.8% | +1.3% |
| 6M | +53.8% | -7.4% | +61.2% | +72.1% |
| YTD | +72.0% | -2.6% | +74.6% | +78.1% |
| 1Y | +68.0% | -1.8% | +69.9% | +72.0% |
| 3Y | +149.5% | +65.5% | +84.0% | +16.3% |
| 5Y | +125.6% | +55.8% | +69.7% | +6.5% |
| 10Y | +583.1% | +384.9% | +198.3% | -55.0% |
| All | +325.9% | +670.6% | -344.7% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling