+35.9%
IT vs NTR
+103.7%
-67.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.1% | +0.5% | -9.7% | -9.3% |
| 30D | -12.2% | +21.7% | -33.9% | -16.7% |
| 3M | +7.8% | +22.8% | -15.0% | +1.9% |
| 6M | +2.0% | +8.2% | -6.2% | -1.1% |
| YTD | -32.7% | +32.9% | -65.7% | -38.7% |
| 1Y | -31.1% | +45.3% | -76.4% | -39.0% |
| 3Y | -52.1% | +41.7% | -93.7% | -58.1% |
| 5Y | -46.3% | +49.8% | -96.1% | -58.0% |
| All | +35.9% | +103.7% | -67.8% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling