+66.9%
IYR vs NTRA
+3,199.2%
-3,132.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -2.7% | +4.1% | -6.8% | -3.1% |
| 3M | -2.1% | +50.0% | -52.2% | -6.6% |
| 6M | +3.6% | +67.3% | -63.7% | -2.7% |
| YTD | +8.1% | +43.6% | -35.4% | +3.0% |
| 1Y | +4.7% | +89.2% | -84.5% | -3.3% |
| 3Y | +29.1% | +502.5% | -473.4% | +3.1% |
| 5Y | +6.9% | +173.8% | -166.8% | -11.5% |
| All | +66.9% | +3,199.2% | -3,132.3% | +5.1% |
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 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