+173.5%
NTRA vs IVZ
+61.1%
+112.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | +0.2% | -2.4% | +2.6% | +1.4% |
| 30D | +4.1% | +3.0% | +1.1% | +2.4% |
| 3M | +50.0% | +14.9% | +35.2% | +38.4% |
| 6M | +67.3% | +36.7% | +30.6% | +40.9% |
| YTD | +43.6% | +25.7% | +17.9% | +25.0% |
| 1Y | +89.2% | +47.7% | +41.5% | +50.4% |
| 3Y | +502.5% | +138.8% | +363.7% | +239.9% |
| All | +173.5% | +61.1% | +112.4% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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