+2,650.8%
NTRA vs IWD
+203.0%
+2,447.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.5% |
| 7D | +2.7% | +2.3% | +0.4% | -0.1% |
| 30D | -19.2% | +3.6% | -22.8% | -22.5% |
| 3M | +2.7% | +2.2% | +0.5% | +0.1% |
| 6M | +63.4% | +13.0% | +50.4% | +40.2% |
| YTD | +39.3% | +26.5% | +12.8% | +3.6% |
| 1Y | +59.0% | +30.1% | +28.9% | +13.9% |
| 3Y | +557.4% | +84.9% | +472.5% | +203.8% |
| 5Y | +177.4% | +73.4% | +104.0% | +42.6% |
| All | +2,650.8% | +203.0% | +2,447.8% | +695.1% |
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