+41.7%
ICE vs NTRA
+172.0%
-130.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.9% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +4.0% | +4.1% | -0.1% | +3.6% |
| 3M | +13.7% | +50.0% | -36.4% | +9.4% |
| 6M | +0.9% | +67.3% | -66.4% | -4.1% |
| YTD | -2.1% | +43.6% | -45.7% | -6.0% |
| 1Y | -9.5% | +89.2% | -98.8% | -15.3% |
| 3Y | +42.1% | +502.5% | -460.5% | +17.4% |
| All | +41.7% | +172.0% | -130.3% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling