+406.1%
NTRS vs IBN
+1,454.8%
-1,048.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | +0.3% | -5.5% | +5.8% | +1.8% |
| 30D | +0.2% | -3.4% | +3.6% | +1.0% |
| 3M | +13.2% | +8.7% | +4.5% | +10.7% |
| 6M | +36.9% | +3.7% | +33.2% | +35.3% |
| YTD | +39.1% | -2.4% | +41.5% | +39.6% |
| 1Y | +50.4% | -8.1% | +58.5% | +53.0% |
| 3Y | +166.8% | +26.3% | +140.5% | +147.0% |
| 5Y | +92.9% | +54.9% | +37.9% | +68.7% |
| 10Y | +255.7% | +311.8% | -56.1% | +129.6% |
| All | +406.1% | +1,454.8% | -1,048.7% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling