+21.2%
ILMN vs NTRA
+3,171.2%
-3,150.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.5% |
| 7D | -9.2% | -0.5% | -8.7% | -9.1% |
| 30D | +4.4% | +4.3% | +0.1% | +3.4% |
| 3M | +23.9% | +50.6% | -26.8% | +11.1% |
| 6M | +64.5% | +63.9% | +0.6% | +43.5% |
| YTD | +53.5% | +42.4% | +11.1% | +38.1% |
| 1Y | +110.8% | +92.1% | +18.7% | +76.5% |
| 3Y | +30.7% | +501.7% | -471.1% | -19.0% |
| 5Y | -54.8% | +171.4% | -226.3% | -69.4% |
| All | +21.2% | +3,171.2% | -3,150.0% | -50.4% |
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