+22.9%
ITW vs NTRA
+99.0%
-76.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.4% |
| 7D | +6.3% | -7.9% | +14.2% | +6.2% |
| 30D | +11.1% | -8.1% | +19.2% | +11.0% |
| 3M | +0.1% | +42.1% | -42.0% | +0.3% |
| 6M | +18.1% | +84.8% | -66.8% | +18.4% |
| YTD | +21.4% | +70.7% | -49.3% | +18.1% |
| 1Y | +22.9% | +99.0% | -76.2% | +21.2% |
| All | +22.9% | +99.0% | -76.2% | +21.2% |
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