+19.6%
BTDR vs IAG
+679.2%
-659.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | -3.4% | -1.1% | -2.3% | -3.2% |
| 30D | +32.6% | +12.1% | +20.5% | +30.0% |
| 3M | -32.2% | +25.5% | -57.8% | -35.1% |
| 6M | +52.4% | -7.1% | +59.5% | +52.7% |
| YTD | +6.7% | +22.9% | -16.2% | +2.7% |
| 1Y | -15.2% | +83.3% | -98.6% | -22.0% |
| 3Y | +14.9% | +808.5% | -793.6% | -4.4% |
| 5Y | +20.8% | +838.0% | -817.2% | +1.1% |
| All | +19.6% | +679.2% | -659.6% | -1.0% |
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