+12.9%
IEF vs NTRA
+1,711.9%
-1,699.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | -1.5% | +4.3% | -5.8% | -1.5% |
| 3M | -1.7% | +50.6% | -52.3% | -1.7% |
| 6M | -3.5% | +63.9% | -67.4% | -3.6% |
| YTD | -2.6% | +42.4% | -45.0% | -2.7% |
| 1Y | -2.4% | +92.1% | -94.5% | -2.4% |
| 3Y | +8.9% | +501.7% | -492.8% | +8.9% |
| 5Y | -9.2% | +171.4% | -180.7% | -9.6% |
| 10Y | +3.9% | +3,161.4% | -3,157.5% | +6.6% |
| All | +12.9% | +1,711.9% | -1,699.0% | +15.8% |
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