-2.5%
IBM vs NTRA
+96.0%
-98.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +0.3% | +19.5% | -19.2% | -2.4% |
| 3M | -21.6% | +47.8% | -69.4% | -26.5% |
| 6M | -4.7% | +61.6% | -66.3% | -13.0% |
| YTD | -19.1% | +43.3% | -62.3% | -25.7% |
| 1Y | -2.5% | +97.0% | -99.5% | -14.3% |
| All | -2.5% | +96.0% | -98.5% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling