+1,735.1%
NTRA vs IRM
+585.0%
+1,150.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +1.6% | +3.0% | -1.4% | +0.4% |
| 30D | +3.8% | -5.2% | +9.0% | +5.7% |
| 3M | +48.2% | -8.0% | +56.3% | +52.1% |
| 6M | +61.0% | +9.2% | +51.8% | +53.8% |
| YTD | +44.2% | +41.0% | +3.2% | +23.3% |
| 1Y | +87.3% | +23.3% | +64.0% | +68.2% |
| 3Y | +509.4% | +102.8% | +406.6% | +341.4% |
| 5Y | +175.1% | +192.8% | -17.7% | +72.8% |
| 10Y | +3,203.1% | +439.6% | +2,763.5% | +1,498.7% |
| All | +1,735.1% | +585.0% | +1,150.1% | +718.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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