+1,727.4%
NTRA vs IDXX
+676.8%
+1,050.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +0.2% | -5.7% | +6.0% | +3.8% |
| 30D | +4.1% | -11.5% | +15.7% | +11.8% |
| 3M | +50.0% | -9.5% | +59.6% | +57.4% |
| 6M | +67.3% | -16.0% | +83.3% | +84.4% |
| YTD | +43.6% | -25.4% | +69.0% | +69.3% |
| 1Y | +89.2% | -21.8% | +111.0% | +113.7% |
| 3Y | +502.5% | +7.0% | +495.5% | +414.7% |
| 5Y | +173.8% | -26.0% | +199.7% | +190.3% |
| 10Y | +3,189.3% | +358.9% | +2,830.4% | +1,389.4% |
| All | +1,727.4% | +676.8% | +1,050.6% | +643.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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