+168.1%
IJR vs NTRA
+3,199.2%
-3,031.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.4% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | -4.6% | +4.1% | -8.7% | -5.2% |
| 3M | +0.2% | +50.0% | -49.8% | -6.1% |
| 6M | +14.7% | +67.3% | -52.6% | +5.2% |
| YTD | +18.9% | +43.6% | -24.7% | +11.1% |
| 1Y | +19.9% | +89.2% | -69.3% | +7.5% |
| 3Y | +53.0% | +502.5% | -449.5% | +13.2% |
| 5Y | +40.9% | +173.8% | -132.9% | +9.9% |
| All | +168.1% | +3,199.2% | -3,031.1% | +36.6% |
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 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