+168.4%
IWM vs NTRA
+1,735.1%
-1,566.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | -1.1% | +1.6% | -2.7% | -1.4% |
| 30D | -3.1% | +3.8% | -6.9% | -3.7% |
| 3M | +2.2% | +48.2% | -46.0% | -4.6% |
| 6M | +15.1% | +61.0% | -45.9% | +5.4% |
| YTD | +18.6% | +44.2% | -25.6% | +10.3% |
| 1Y | +24.0% | +87.3% | -63.3% | +10.4% |
| 3Y | +63.7% | +509.4% | -445.7% | +18.5% |
| 5Y | +38.2% | +175.1% | -136.9% | +5.7% |
| 10Y | +171.7% | +3,203.1% | -3,031.4% | +42.1% |
| All | +168.4% | +1,735.1% | -1,566.7% | +42.7% |
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 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