+3.1%
BTDR vs IAG
+119.5%
-116.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +5.2% |
| 7D | +20.0% | -0.5% | +20.5% | +20.4% |
| 30D | +11.9% | +28.9% | -17.0% | -2.8% |
| 3M | -36.9% | +19.1% | -56.1% | -43.2% |
| 6M | +56.5% | -10.3% | +66.8% | +55.5% |
| YTD | +10.4% | +24.2% | -13.8% | -5.6% |
| 1Y | +3.1% | +116.5% | -113.4% | -14.3% |
| All | +3.1% | +119.5% | -116.4% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling