+3,059.8%
NTRA vs IAG
+427.6%
+2,632.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | +0.2% | -1.1% | +1.3% | +0.4% |
| 30D | +4.1% | +12.1% | -8.0% | +2.6% |
| 3M | +50.0% | +25.5% | +24.5% | +45.7% |
| 6M | +67.3% | -7.1% | +74.4% | +67.3% |
| YTD | +43.6% | +22.9% | +20.7% | +38.6% |
| 1Y | +89.2% | +83.3% | +5.9% | +74.3% |
| 3Y | +502.5% | +808.5% | -306.0% | +360.1% |
| 5Y | +173.8% | +838.0% | -664.2% | +103.2% |
| All | +3,059.8% | +427.6% | +2,632.1% | +2,379.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling