+134.4%
IBM vs NTRA
+1,700.8%
-1,566.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +0.3% | +1.1% | -0.8% | +0.2% |
| 30D | -1.5% | +0.6% | -2.1% | -1.5% |
| 3M | -16.8% | +51.8% | -68.6% | -19.3% |
| 6M | -9.0% | +63.6% | -72.6% | -12.3% |
| YTD | -20.1% | +41.5% | -61.5% | -22.3% |
| 1Y | -7.0% | +93.6% | -100.7% | -11.5% |
| 3Y | +72.4% | +498.0% | -425.7% | +52.1% |
| 5Y | +112.0% | +172.5% | -60.5% | +91.2% |
| 10Y | +131.6% | +2,960.8% | -2,829.3% | +69.3% |
| All | +134.4% | +1,700.8% | -1,566.4% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling