-19.1%
IP vs NTRA
+96.0%
-115.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -5.3% | +0.6% | -5.9% | -5.3% |
| 30D | -10.9% | +19.5% | -30.4% | -12.3% |
| 3M | +11.2% | +47.8% | -36.6% | +7.6% |
| 6M | -10.2% | +61.6% | -71.9% | -13.4% |
| YTD | -2.0% | +43.3% | -45.2% | -7.8% |
| 1Y | -19.1% | +97.0% | -116.1% | -26.6% |
| All | -19.1% | +96.0% | -115.1% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling