+26.7%
BTDR vs IAG
+673.5%
-646.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.7% |
| 7D | +22.4% | +4.3% | +18.2% | +21.4% |
| 30D | +16.5% | +9.8% | +6.7% | +14.6% |
| 3M | -31.5% | +28.9% | -60.4% | -34.6% |
| 6M | +74.0% | -7.6% | +81.6% | +74.6% |
| YTD | +13.0% | +22.0% | -8.9% | +8.9% |
| 1Y | -0.2% | +99.5% | -99.7% | -8.9% |
| 3Y | +9.9% | +818.3% | -808.4% | -8.5% |
| 5Y | +28.1% | +785.9% | -757.8% | +7.2% |
| All | +26.7% | +673.5% | -646.8% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling