+3,032.9%
NTRA vs IWD
+201.1%
+2,831.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -0.9% |
| 7D | -0.5% | -2.3% | +1.9% | +2.5% |
| 30D | +4.3% | -1.8% | +6.1% | +6.6% |
| 3M | +50.6% | +8.0% | +42.6% | +36.4% |
| 6M | +63.9% | +17.0% | +47.0% | +34.5% |
| YTD | +42.4% | +21.3% | +21.1% | +11.4% |
| 1Y | +92.1% | +27.9% | +64.1% | +40.4% |
| 3Y | +501.7% | +70.1% | +431.7% | +207.9% |
| 5Y | +171.4% | +74.2% | +97.3% | +38.8% |
| All | +3,032.9% | +201.1% | +2,831.8% | +667.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling