+357.7%
IGV vs NTRA
+3,199.2%
-2,841.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -1.5% | +4.1% | -5.6% | -2.3% |
| 3M | +11.7% | +50.0% | -38.4% | +2.4% |
| 6M | +18.4% | +67.3% | -48.9% | +5.7% |
| YTD | -3.9% | +43.6% | -47.5% | -11.8% |
| 1Y | -9.7% | +89.2% | -98.9% | -21.6% |
| 3Y | +38.4% | +502.5% | -464.1% | -5.8% |
| 5Y | +21.6% | +173.8% | -152.2% | -11.5% |
| All | +357.7% | +3,199.2% | -2,841.5% | +123.3% |
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