+140.8%
IEMG vs NTRA
+3,199.2%
-3,058.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.1% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +1.9% | +4.1% | -2.2% | +1.4% |
| 3M | +1.4% | +50.0% | -48.6% | -3.7% |
| 6M | +15.2% | +67.3% | -52.1% | +7.6% |
| YTD | +23.8% | +43.6% | -19.8% | +17.5% |
| 1Y | +30.7% | +89.2% | -58.6% | +19.9% |
| 3Y | +83.3% | +502.5% | -419.3% | +44.2% |
| 5Y | +48.8% | +173.8% | -125.0% | +21.7% |
| All | +140.8% | +3,199.2% | -3,058.4% | +49.7% |
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