+175.1%
NTRA vs IWD
+72.9%
+102.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.7% |
| 7D | +1.6% | -1.2% | +2.8% | +3.3% |
| 30D | +3.8% | -1.6% | +5.4% | +6.2% |
| 3M | +48.2% | +7.0% | +41.2% | +34.4% |
| 6M | +61.0% | +17.0% | +44.0% | +28.8% |
| YTD | +44.2% | +21.6% | +22.6% | +8.8% |
| 1Y | +87.3% | +28.0% | +59.3% | +31.2% |
| 3Y | +509.4% | +70.6% | +438.9% | +175.5% |
| 5Y | +175.1% | +73.3% | +101.8% | +30.0% |
| All | +175.1% | +72.9% | +102.2% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling