+1,735.1%
NTRA vs IAG
+927.0%
+808.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.7% |
| 7D | +1.6% | +1.7% | -0.1% | +1.4% |
| 30D | +3.8% | +11.4% | -7.7% | +2.5% |
| 3M | +48.2% | +33.0% | +15.2% | +43.7% |
| 6M | +61.0% | -6.0% | +66.9% | +60.8% |
| YTD | +44.2% | +24.6% | +19.6% | +39.8% |
| 1Y | +87.3% | +105.0% | -17.7% | +73.0% |
| 3Y | +509.4% | +837.9% | -328.5% | +386.4% |
| 5Y | +175.1% | +817.0% | -641.8% | +115.2% |
| 10Y | +3,203.1% | +425.3% | +2,777.8% | +2,516.7% |
| All | +1,735.1% | +927.0% | +808.1% | +1,369.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling