+3,032.9%
NTRA vs IBB
+125.2%
+2,907.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | +0.5% |
| 7D | -0.5% | -5.2% | +4.8% | +6.3% |
| 30D | +4.3% | +1.5% | +2.8% | +2.0% |
| 3M | +50.6% | +22.1% | +28.5% | +17.3% |
| 6M | +63.9% | +17.7% | +46.2% | +34.6% |
| YTD | +42.4% | +20.2% | +22.2% | +13.6% |
| 1Y | +92.1% | +44.4% | +47.6% | +21.4% |
| 3Y | +501.7% | +61.1% | +440.6% | +224.1% |
| 5Y | +171.4% | +18.5% | +152.9% | +124.7% |
| All | +3,032.9% | +125.2% | +2,907.8% | +1,332.0% |
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