+255.5%
NTRS vs IAG
+427.6%
-172.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.0% |
| 7D | +1.4% | -1.1% | +2.4% | +1.4% |
| 30D | -0.7% | +12.1% | -12.8% | -1.0% |
| 3M | +11.3% | +25.5% | -14.2% | +10.4% |
| 6M | +35.5% | -7.1% | +42.6% | +35.3% |
| YTD | +40.6% | +22.9% | +17.7% | +39.2% |
| 1Y | +49.2% | +83.3% | -34.1% | +46.0% |
| 3Y | +167.2% | +808.5% | -641.3% | +150.5% |
| 5Y | +94.9% | +838.0% | -743.0% | +80.2% |
| All | +255.5% | +427.6% | -172.1% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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