+31.6%
IP vs NTRA
+1,723.2%
-1,691.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -5.3% | +0.6% | -5.9% | -5.3% |
| 30D | -10.9% | +19.5% | -30.4% | -12.4% |
| 3M | +11.2% | +47.8% | -36.6% | +7.0% |
| 6M | -10.2% | +61.6% | -71.9% | -14.5% |
| YTD | -2.0% | +43.3% | -45.2% | -5.9% |
| 1Y | -19.1% | +97.0% | -116.1% | -24.7% |
| 3Y | +20.9% | +424.9% | -404.1% | +1.9% |
| 5Y | -17.8% | +165.2% | -183.0% | -29.4% |
| 10Y | +23.5% | +3,114.3% | -3,090.8% | -21.0% |
| All | +31.6% | +1,723.2% | -1,691.6% | -13.9% |
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