+2,650.8%
NTRA vs IBB
+126.8%
+2,524.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.6% |
| 7D | +2.7% | -0.5% | +3.2% | +3.3% |
| 30D | -19.2% | +4.6% | -23.7% | -23.8% |
| 3M | +2.7% | +6.8% | -4.1% | -6.2% |
| 6M | +63.4% | +23.1% | +40.3% | +25.4% |
| YTD | +39.3% | +26.0% | +13.3% | +4.0% |
| 1Y | +59.0% | +30.4% | +28.6% | +13.5% |
| 3Y | +557.4% | +85.4% | +471.9% | +190.3% |
| 5Y | +177.4% | +39.7% | +137.6% | +86.4% |
| All | +2,650.8% | +126.8% | +2,524.0% | +1,053.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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