-2.8%
IP vs NTRA
+55.2%
-58.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.9% |
| 7D | 0.0% | -19.7% | +19.8% | +2.0% |
| 30D | +9.4% | -22.1% | +31.5% | +11.7% |
| 3M | -14.1% | -2.0% | -12.1% | -14.1% |
| 6M | +9.2% | +60.6% | -51.4% | +6.2% |
| YTD | -7.5% | +36.2% | -43.7% | -14.6% |
| 1Y | -2.8% | +51.0% | -53.8% | -11.2% |
| All | -2.8% | +55.2% | -58.0% | -11.2% |
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