+143.8%
IBM vs NTRA
+3,199.2%
-3,055.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.9% |
| 7D | +3.6% | +0.2% | +3.3% | +3.6% |
| 30D | +3.1% | +4.1% | -1.0% | +2.8% |
| 3M | -10.8% | +50.0% | -60.9% | -13.5% |
| 6M | -0.8% | +67.3% | -68.1% | -4.7% |
| YTD | -16.2% | +43.6% | -59.8% | -18.7% |
| 1Y | -2.9% | +89.2% | -92.1% | -7.6% |
| 3Y | +79.8% | +502.5% | -422.7% | +58.1% |
| 5Y | +124.9% | +173.8% | -48.9% | +102.5% |
| All | +143.8% | +3,199.2% | -3,055.4% | +72.5% |
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