+1,727.4%
NTRA vs IFF
-1.2%
+1,728.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.2% | -3.2% | +3.4% | +1.4% |
| 30D | +4.1% | -0.3% | +4.4% | +4.2% |
| 3M | +50.0% | +8.4% | +41.6% | +45.1% |
| 6M | +67.3% | +23.0% | +44.3% | +53.2% |
| YTD | +43.6% | +25.5% | +18.1% | +29.5% |
| 1Y | +89.2% | +29.1% | +60.2% | +68.2% |
| 3Y | +502.5% | +31.7% | +470.9% | +419.4% |
| 5Y | +173.8% | -35.2% | +209.0% | +204.0% |
| 10Y | +3,189.3% | -20.7% | +3,210.0% | +3,186.3% |
| All | +1,727.4% | -1.2% | +1,728.6% | +1,772.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling