+3,562.9%
NTRA vs INVH
+75.4%
+3,487.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +0.2% | -3.0% | +3.2% | +2.2% |
| 30D | +4.1% | -7.5% | +11.6% | +9.4% |
| 3M | +50.0% | -5.5% | +55.6% | +54.9% |
| 6M | +67.3% | +11.7% | +55.6% | +54.8% |
| YTD | +43.6% | +1.3% | +42.2% | +40.6% |
| 1Y | +89.2% | -6.1% | +95.3% | +94.3% |
| 3Y | +502.5% | -9.8% | +512.3% | +517.1% |
| 5Y | +173.8% | -19.7% | +193.4% | +203.3% |
| All | +3,562.9% | +75.4% | +3,487.6% | +2,419.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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