+4.2%
ITW vs NTRA
+96.0%
-91.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -3.6% | +0.6% | -4.2% | -3.6% |
| 30D | -9.1% | +19.5% | -28.7% | -9.1% |
| 3M | +8.2% | +47.8% | -39.5% | +8.2% |
| 6M | -4.8% | +61.6% | -66.4% | -5.0% |
| YTD | +11.0% | +43.3% | -32.2% | +9.0% |
| 1Y | +4.2% | +97.0% | -92.8% | +1.6% |
| All | +4.2% | +96.0% | -91.8% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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