+298.9%
ICE vs NTRA
+1,735.1%
-1,436.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | -0.9% | +1.6% | -2.4% | -1.0% |
| 30D | +4.0% | +3.8% | +0.2% | +3.5% |
| 3M | +11.0% | +48.2% | -37.3% | +6.3% |
| 6M | -5.0% | +61.0% | -65.9% | -10.0% |
| YTD | -2.7% | +44.2% | -46.9% | -7.1% |
| 1Y | -8.6% | +87.3% | -95.9% | -15.1% |
| 3Y | +41.4% | +509.4% | -468.1% | +14.1% |
| 5Y | +39.9% | +175.1% | -135.3% | +17.0% |
| 10Y | +214.9% | +3,203.1% | -2,988.2% | +106.5% |
| All | +298.9% | +1,735.1% | -1,436.1% | +165.6% |
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