-8.8%
IT vs NTR
+36.7%
-45.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +1.5% |
| 7D | -5.5% | +4.3% | -9.8% | -5.4% |
| 30D | +10.3% | +2.6% | +7.8% | +10.3% |
| 3M | +11.5% | +8.5% | +3.0% | +11.0% |
| 6M | +40.3% | -3.3% | +43.6% | +38.1% |
| YTD | -17.9% | +19.6% | -37.5% | -17.1% |
| 1Y | -8.8% | +37.6% | -46.4% | -9.7% |
| All | -8.8% | +36.7% | -45.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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