+188.3%
ITW vs NTRA
+3,199.2%
-3,010.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.0% |
| 7D | -0.7% | +0.2% | -1.0% | -0.7% |
| 30D | -8.3% | +4.1% | -12.4% | -8.7% |
| 3M | +6.0% | +50.0% | -44.0% | +2.2% |
| 6M | 0.0% | +67.3% | -67.3% | -4.8% |
| YTD | +10.2% | +43.6% | -33.4% | +6.0% |
| 1Y | +3.2% | +89.2% | -86.0% | -3.2% |
| 3Y | +21.0% | +502.5% | -481.6% | +0.9% |
| 5Y | +37.9% | +173.8% | -135.8% | +18.8% |
| All | +188.3% | +3,199.2% | -3,010.9% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling