+14.8%
IP vs NTRA
+634.6%
-619.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.6% | +15.4% | +2.6% |
| 7D | -5.1% | -25.0% | +20.0% | -1.9% |
| 30D | +8.5% | -21.5% | +30.0% | +11.5% |
| 3M | -13.8% | +17.1% | -30.9% | -16.0% |
| 6M | +5.7% | +44.4% | -38.7% | +0.2% |
| YTD | -9.1% | +35.6% | -44.7% | -13.9% |
| 1Y | -0.8% | +56.5% | -57.3% | -8.0% |
| 3Y | +14.8% | +620.8% | -606.0% | -7.3% |
| All | +14.8% | +634.6% | -619.8% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling