-25.5%
IT vs NTRS
+51.4%
-76.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +5.0% |
| 7D | -3.7% | +1.4% | -5.0% | -3.9% |
| 30D | +0.1% | -0.7% | +0.7% | +0.1% |
| 3M | +20.7% | +11.3% | +9.4% | +16.7% |
| 6M | +12.0% | +35.5% | -23.6% | +0.3% |
| YTD | -28.8% | +40.6% | -69.4% | -36.4% |
| 1Y | -25.5% | +49.2% | -74.7% | -35.4% |
| All | -25.5% | +51.4% | -76.9% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling