+37.6%
NTR vs IAG
+56.5%
-18.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.2% | -6.3% | +3.1% |
| 7D | +4.3% | +1.1% | +3.2% | +4.1% |
| 30D | +2.6% | -5.3% | +7.8% | +2.8% |
| 3M | +8.5% | +18.0% | -9.5% | +6.4% |
| 6M | -3.3% | +7.1% | -10.5% | -4.8% |
| YTD | +19.6% | +5.9% | +13.7% | +16.8% |
| 1Y | +37.6% | +59.4% | -21.8% | +21.4% |
| All | +37.6% | +56.5% | -18.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling