+10.8%
BTDR vs IAG
+796.9%
-786.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -5.7% |
| 7D | -3.2% | -4.1% | +0.9% | -1.8% |
| 30D | +32.7% | +10.6% | +22.1% | +28.6% |
| 3M | -28.4% | +35.4% | -63.8% | -35.3% |
| 6M | +51.7% | -9.5% | +61.3% | +53.6% |
| YTD | +2.9% | +21.8% | -19.0% | -4.5% |
| 1Y | -15.5% | +84.1% | -99.6% | -28.9% |
| All | +10.8% | +796.9% | -786.1% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling