+337.4%
IVV vs NTRA
+1,672.7%
-1,335.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +2.6% | +2.7% | -0.1% | +2.3% |
| 30D | -2.0% | -19.2% | +17.2% | +0.2% |
| 3M | -2.8% | +2.7% | -5.4% | -3.4% |
| 6M | +2.2% | +63.4% | -61.2% | -4.2% |
| YTD | +11.5% | +39.3% | -27.8% | +5.9% |
| 1Y | +13.5% | +59.0% | -45.5% | +6.1% |
| 3Y | +78.1% | +557.4% | -479.3% | +40.4% |
| 5Y | +73.1% | +177.4% | -104.3% | +42.2% |
| 10Y | +310.4% | +2,761.8% | -2,451.4% | +161.0% |
| All | +337.4% | +1,672.7% | -1,335.3% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling