+41.8%
NTR vs IFF
+34.4%
+7.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.6% |
| 7D | +8.1% | -1.8% | +9.9% | +8.0% |
| 30D | +18.8% | -2.0% | +20.7% | +18.6% |
| 3M | +16.2% | +18.5% | -2.3% | +17.6% |
| 6M | +9.8% | +11.7% | -1.9% | +13.3% |
| YTD | +30.9% | +29.6% | +1.3% | +31.9% |
| 1Y | +41.8% | +35.0% | +6.8% | +45.0% |
| All | +41.8% | +34.4% | +7.3% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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