-1.8%
ITW vs NTRA
+58.3%
-60.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | -9.5% | +4.3% | -13.8% | -9.7% |
| 3M | +6.6% | +50.6% | -44.0% | +4.2% |
| 6M | -1.8% | +63.9% | -65.7% | -5.6% |
| All | -1.8% | +58.3% | -60.1% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling