+99.0%
NTRA vs IFF
+44.8%
+54.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.2% |
| 7D | -7.9% | -3.3% | -4.6% | -7.6% |
| 30D | -8.1% | +5.3% | -13.4% | -9.2% |
| 3M | +42.1% | +8.9% | +33.2% | +39.9% |
| 6M | +84.8% | +26.3% | +58.5% | +76.7% |
| YTD | +70.7% | +32.2% | +38.5% | +65.8% |
| 1Y | +99.0% | +45.8% | +53.3% | +95.2% |
| All | +99.0% | +44.8% | +54.2% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling