+334.9%
NTAP vs IWF
+727.1%
-392.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.5% |
| 30D | -0.5% | -0.4% | -0.2% | -0.2% |
| 3M | +4.1% | -2.6% | +6.7% | +7.5% |
| 6M | +88.0% | +9.1% | +78.8% | +63.8% |
| YTD | +75.6% | +4.5% | +71.1% | +63.2% |
| 1Y | +58.9% | +10.1% | +48.8% | +36.6% |
| 3Y | +153.6% | +77.6% | +75.9% | +5.4% |
| 5Y | +127.6% | +73.7% | +53.9% | -9.5% |
| 10Y | +580.4% | +411.5% | +168.8% | -58.5% |
| All | +334.9% | +727.1% | -392.2% | -78.8% |
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