+313.6%
IVV vs NTRA
+3,171.2%
-2,857.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -1.6% | +4.3% | -5.9% | -2.2% |
| 3M | +4.8% | +50.6% | -45.9% | -0.9% |
| 6M | +12.6% | +63.9% | -51.4% | +4.9% |
| YTD | +11.8% | +42.4% | -30.6% | +5.8% |
| 1Y | +17.6% | +92.1% | -74.5% | +7.0% |
| 3Y | +77.0% | +501.7% | -424.7% | +38.0% |
| 5Y | +82.6% | +171.4% | -88.9% | +48.3% |
| All | +313.6% | +3,171.2% | -2,857.6% | +146.0% |
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