+255.5%
NTRS vs IBN
+324.2%
-68.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.4% |
| 7D | +1.4% | -3.0% | +4.4% | +2.4% |
| 30D | -0.7% | -1.5% | +0.9% | -0.2% |
| 3M | +11.3% | +7.9% | +3.4% | +8.4% |
| 6M | +35.5% | +8.6% | +26.9% | +31.4% |
| YTD | +40.6% | -0.6% | +41.1% | +40.2% |
| 1Y | +49.2% | -7.3% | +56.5% | +51.9% |
| 3Y | +167.2% | +26.2% | +141.0% | +140.9% |
| 5Y | +94.9% | +57.8% | +37.1% | +61.7% |
| All | +255.5% | +324.2% | -68.7% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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