+166.4%
IWM vs NTRA
+3,199.2%
-3,032.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.3% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -4.6% | +4.1% | -8.7% | -5.3% |
| 3M | -0.3% | +50.0% | -50.3% | -7.6% |
| 6M | +14.7% | +67.3% | -52.6% | +3.7% |
| YTD | +17.8% | +43.6% | -25.7% | +9.1% |
| 1Y | +21.2% | +89.2% | -68.0% | +6.8% |
| 3Y | +62.3% | +502.5% | -440.2% | +14.8% |
| 5Y | +38.7% | +173.8% | -135.0% | +4.3% |
| All | +166.4% | +3,199.2% | -3,032.8% | +29.7% |
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