-48.8%
IT vs NTRS
+168.2%
-216.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +4.9% |
| 7D | -3.7% | +1.4% | -5.0% | -4.1% |
| 30D | +0.1% | -0.7% | +0.7% | +0.3% |
| 3M | +20.7% | +11.3% | +9.4% | +15.5% |
| 6M | +12.0% | +35.5% | -23.6% | -1.3% |
| YTD | -28.8% | +40.6% | -69.4% | -38.1% |
| 1Y | -25.5% | +49.2% | -74.7% | -36.9% |
| 3Y | -48.8% | +167.2% | -216.0% | -65.2% |
| All | -48.8% | +168.2% | -216.9% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling