+61.0%
NTRA vs IAG
-1.2%
+62.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.1% |
| 7D | +1.6% | +1.7% | -0.1% | +0.9% |
| 30D | +3.8% | +11.4% | -7.7% | -0.5% |
| 3M | +48.2% | +33.0% | +15.2% | +32.8% |
| 6M | +61.0% | -6.0% | +66.9% | +55.6% |
| All | +61.0% | -1.2% | +62.2% | +55.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling