+1.7%
ILMN vs NTRA
+1,723.2%
-1,721.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +1.2% | +0.6% | +0.6% | +1.1% |
| 30D | +9.2% | +19.5% | -10.3% | +4.0% |
| 3M | +29.8% | +47.8% | -17.9% | +17.5% |
| 6M | +69.2% | +61.6% | +7.6% | +48.9% |
| YTD | +66.4% | +43.3% | +23.1% | +50.2% |
| 1Y | +123.4% | +97.0% | +26.4% | +87.4% |
| 3Y | +33.2% | +424.9% | -391.8% | -13.1% |
| 5Y | -52.0% | +165.2% | -217.1% | -66.7% |
| 10Y | +33.6% | +3,114.3% | -3,080.7% | -47.0% |
| All | +1.7% | +1,723.2% | -1,721.6% | -59.7% |
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