+171.4%
NTRA vs IOVA
-66.4%
+237.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.2% | -0.7% |
| 7D | -0.5% | -6.4% | +6.0% | +0.5% |
| 30D | +4.3% | +25.4% | -21.1% | +0.3% |
| 3M | +50.6% | +115.3% | -64.7% | +29.7% |
| 6M | +63.9% | +56.5% | +7.4% | +46.7% |
| YTD | +42.4% | +198.2% | -155.8% | +12.1% |
| 1Y | +92.1% | +242.0% | -149.9% | +44.8% |
| 3Y | +501.7% | +36.8% | +464.9% | +318.2% |
| 5Y | +171.4% | -64.3% | +235.7% | +146.2% |
| All | +171.4% | -66.4% | +237.9% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 5y: compounded portfolio wealth divided by compounded IOVA 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…
5y analysis · Full analysis span regression · 6 months rolling