+21.2%
IP vs NTRA
+2,932.2%
-2,911.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | -11.2% | +0.6% | -11.9% | -11.3% |
| 3M | +12.3% | +51.8% | -39.5% | +7.7% |
| 6M | -5.2% | +63.6% | -68.8% | -10.1% |
| YTD | -4.0% | +41.5% | -45.5% | -7.9% |
| 1Y | -19.2% | +93.6% | -112.9% | -24.9% |
| 3Y | +20.3% | +498.0% | -477.7% | -0.4% |
| 5Y | -17.5% | +172.5% | -189.9% | -29.6% |
| 10Y | +21.2% | +2,960.8% | -2,939.7% | -26.0% |
| All | +21.2% | +2,932.2% | -2,911.0% | -26.0% |
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