+345.5%
IVV vs NTRA
+1,723.2%
-1,377.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +0.1% | +19.5% | -19.4% | -2.2% |
| 3M | +2.0% | +47.8% | -45.8% | -2.9% |
| 6M | +13.0% | +61.6% | -48.6% | +6.1% |
| YTD | +13.6% | +43.3% | -29.7% | +7.9% |
| 1Y | +20.1% | +97.0% | -77.0% | +9.8% |
| 3Y | +77.6% | +424.9% | -347.3% | +43.4% |
| 5Y | +82.5% | +165.2% | -82.7% | +50.8% |
| 10Y | +316.5% | +3,114.3% | -2,797.8% | +163.4% |
| All | +345.5% | +1,723.2% | -1,377.7% | +185.4% |
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