+990.2%
IBKR vs NTRA
+3,199.2%
-2,209.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | -1.3% | +0.2% | -1.6% | -1.4% |
| 30D | -0.2% | +4.1% | -4.3% | -0.9% |
| 3M | +3.0% | +50.0% | -47.1% | -4.3% |
| 6M | +33.9% | +67.3% | -33.4% | +21.7% |
| YTD | +42.5% | +43.6% | -1.1% | +32.7% |
| 1Y | +44.9% | +89.2% | -44.4% | +28.9% |
| 3Y | +293.0% | +502.5% | -209.5% | +189.7% |
| 5Y | +497.7% | +173.8% | +323.9% | +364.3% |
| All | +990.2% | +3,199.2% | -2,209.0% | +444.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 10y: compounded portfolio wealth divided by compounded NTRA 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…
10y analysis · Full analysis span regression · 6 months rolling