+277.0%
IR vs NTRS
+167.4%
+109.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.9% | +0.9% | -2.8% | -2.4% |
| 30D | -15.0% | -1.2% | -13.8% | -14.5% |
| 3M | -0.4% | +8.8% | -9.2% | -5.6% |
| 6M | -15.0% | +34.7% | -49.7% | -29.1% |
| YTD | -7.1% | +37.2% | -44.3% | -23.6% |
| 1Y | -7.5% | +46.3% | -53.9% | -26.9% |
| 3Y | +6.3% | +163.2% | -156.9% | -41.8% |
| 5Y | +37.3% | +86.9% | -49.6% | -10.7% |
| All | +277.0% | +167.4% | +109.6% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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