+15.9%
IP vs NTRA
+2,796.3%
-2,780.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -0.9% | -11.2% | +10.3% | +0.1% |
| 30D | +6.7% | -18.4% | +25.1% | +8.6% |
| 3M | -16.6% | +2.2% | -18.8% | -17.0% |
| 6M | +6.0% | +58.1% | -52.2% | +0.9% |
| YTD | -10.7% | +41.0% | -51.6% | -14.5% |
| 1Y | -6.7% | +54.1% | -60.8% | -11.5% |
| 3Y | +17.1% | +590.9% | -573.8% | -4.4% |
| 5Y | -14.6% | +180.7% | -195.3% | -27.4% |
| All | +15.9% | +2,796.3% | -2,780.4% | -27.8% |
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