+56.0%
ILMN vs NTRA
+2,761.8%
-2,705.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -2.9% | +2.7% | -5.6% | -3.5% |
| 30D | -23.8% | -19.2% | -4.7% | -19.6% |
| 3M | +7.5% | +2.7% | +4.8% | +7.2% |
| 6M | +42.8% | +63.4% | -20.6% | +25.6% |
| YTD | +57.8% | +39.3% | +18.5% | +43.2% |
| 1Y | +72.6% | +59.0% | +13.6% | +51.4% |
| 3Y | +129.3% | +557.4% | -428.0% | +40.3% |
| 5Y | -44.5% | +177.4% | -221.9% | -62.3% |
| All | +56.0% | +2,761.8% | -2,705.8% | -34.1% |
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