+420.2%
IGV vs NTRA
+1,735.1%
-1,314.9%
-45.9%
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% | -1.1% |
| 7D | -1.5% | +1.6% | -3.1% | -1.8% |
| 30D | -3.0% | +3.8% | -6.8% | -3.7% |
| 3M | +9.6% | +48.2% | -38.7% | +1.5% |
| 6M | +16.1% | +61.0% | -44.8% | +5.4% |
| YTD | -3.6% | +44.2% | -47.8% | -11.0% |
| 1Y | -7.8% | +87.3% | -95.1% | -18.9% |
| 3Y | +40.0% | +509.4% | -469.4% | -1.6% |
| 5Y | +21.2% | +175.1% | -153.9% | -9.6% |
| 10Y | +364.4% | +3,203.1% | -2,838.7% | +143.4% |
| All | +420.2% | +1,735.1% | -1,314.9% | +173.6% |
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