+191.8%
IJH vs NTRA
+1,727.4%
-1,535.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | -4.6% | +4.1% | -8.7% | -5.2% |
| 3M | -1.2% | +50.0% | -51.2% | -6.9% |
| 6M | +9.4% | +67.3% | -57.9% | +1.0% |
| YTD | +13.3% | +43.6% | -30.2% | +6.5% |
| 1Y | +13.4% | +89.2% | -75.9% | +2.5% |
| 3Y | +50.4% | +502.5% | -452.1% | +14.0% |
| 5Y | +49.0% | +173.8% | -124.8% | +18.2% |
| 10Y | +182.6% | +3,189.3% | -3,006.7% | +61.2% |
| All | +191.8% | +1,727.4% | -1,535.6% | +68.5% |
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