+22.0%
IP vs NTRA
+1,625.9%
-1,603.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.6% | +15.4% | +2.2% |
| 7D | -5.1% | -25.0% | +20.0% | -2.7% |
| 30D | +8.5% | -21.5% | +30.0% | +10.7% |
| 3M | -13.8% | +17.1% | -30.9% | -15.4% |
| 6M | +5.7% | +44.4% | -38.7% | +1.6% |
| YTD | -9.1% | +35.6% | -44.7% | -12.6% |
| 1Y | -0.8% | +56.5% | -57.3% | -5.9% |
| 3Y | +14.8% | +620.8% | -606.0% | -5.9% |
| 5Y | -11.5% | +167.9% | -179.4% | -24.1% |
| 10Y | +27.9% | +3,576.6% | -3,548.7% | -18.8% |
| All | +22.0% | +1,625.9% | -1,603.9% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling