+1,672.7%
NTRA vs IWD
+224.9%
+1,447.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.5% |
| 7D | +2.7% | +2.3% | +0.4% | 0.0% |
| 30D | -19.2% | +3.6% | -22.8% | -22.4% |
| 3M | +2.7% | +2.2% | +0.5% | +0.2% |
| 6M | +63.4% | +13.0% | +50.4% | +41.1% |
| YTD | +39.3% | +26.5% | +12.8% | +4.8% |
| 1Y | +59.0% | +30.1% | +28.9% | +15.5% |
| 3Y | +557.4% | +84.9% | +472.5% | +214.3% |
| 5Y | +177.4% | +73.4% | +104.0% | +47.1% |
| 10Y | +2,761.8% | +204.0% | +2,557.8% | +767.6% |
| All | +1,672.7% | +224.9% | +1,447.8% | +423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling