+92.9%
NTRS vs IBN
+58.3%
+34.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.3% |
| 7D | +1.4% | -3.0% | +4.4% | +2.6% |
| 30D | -0.7% | -1.5% | +0.9% | -0.1% |
| 3M | +11.3% | +7.9% | +3.4% | +7.8% |
| 6M | +35.5% | +8.6% | +26.9% | +30.7% |
| YTD | +40.6% | -0.6% | +41.1% | +40.1% |
| 1Y | +49.2% | -7.3% | +56.5% | +52.4% |
| 3Y | +167.2% | +26.2% | +141.0% | +130.0% |
| All | +92.9% | +58.3% | +34.6% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling