+23.8%
IWM vs NTRA
+177.5%
-153.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.4% | +2.7% | -1.3% | +0.9% |
| 30D | +2.3% | -19.2% | +21.4% | +5.8% |
| 3M | -8.3% | +2.7% | -11.0% | -9.3% |
| 6M | -1.3% | +63.4% | -64.7% | -10.9% |
| YTD | +13.5% | +39.3% | -25.8% | +4.7% |
| 1Y | +18.4% | +59.0% | -40.6% | +6.5% |
| 3Y | +69.6% | +557.4% | -487.8% | +16.5% |
| All | +23.8% | +177.5% | -153.7% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling