+55.4%
IOT vs NTRA
+272.2%
-216.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.5% |
| 7D | -4.5% | +0.2% | -4.8% | -4.6% |
| 30D | -2.4% | +4.1% | -6.5% | -4.0% |
| 3M | +19.0% | +50.0% | -31.1% | +1.1% |
| 6M | +19.6% | +67.3% | -47.7% | -3.7% |
| YTD | +8.3% | +43.6% | -35.3% | -8.1% |
| 1Y | -0.8% | +89.2% | -90.0% | -24.2% |
| 3Y | +24.4% | +502.5% | -478.1% | -41.3% |
| All | +55.4% | +272.2% | -216.8% | -19.1% |
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 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