+312.0%
IVV vs NTRA
+2,796.3%
-2,484.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +3.3% | -11.2% | +14.6% | +4.7% |
| 30D | -2.7% | -18.4% | +15.7% | -0.4% |
| 3M | -1.7% | +2.2% | -3.9% | -2.4% |
| 6M | +3.2% | +58.1% | -55.0% | -3.5% |
| YTD | +12.0% | +41.0% | -29.0% | +5.7% |
| 1Y | +12.1% | +54.1% | -42.0% | +4.6% |
| 3Y | +78.6% | +590.9% | -512.3% | +36.7% |
| 5Y | +73.8% | +180.7% | -106.9% | +40.3% |
| All | +312.0% | +2,796.3% | -2,484.3% | +147.3% |
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