+90.2%
NTR vs IFF
-32.2%
+122.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -1.3% | -3.2% | +1.9% | -0.4% |
| 30D | +16.8% | -0.3% | +17.1% | +16.8% |
| 3M | +20.7% | +8.4% | +12.3% | +17.3% |
| 6M | +0.5% | +23.0% | -22.5% | -7.3% |
| YTD | +29.2% | +25.5% | +3.7% | +17.7% |
| 1Y | +39.6% | +29.1% | +10.5% | +25.5% |
| 3Y | +37.9% | +31.7% | +6.2% | +20.4% |
| 5Y | +47.1% | -35.2% | +82.3% | +59.8% |
| All | +90.2% | -32.2% | +122.3% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling