+16.5%
BTDR vs IBN
+52.7%
-36.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.3% |
| 7D | -3.2% | -5.5% | +2.3% | -1.4% |
| 30D | +32.7% | -3.4% | +36.1% | +34.3% |
| 3M | -28.4% | +8.7% | -37.1% | -29.9% |
| 6M | +51.7% | +3.7% | +48.0% | +50.3% |
| YTD | +2.9% | -2.4% | +5.2% | +3.2% |
| 1Y | -15.5% | -8.1% | -7.4% | -14.5% |
| 3Y | 0.0% | +26.3% | -26.3% | -1.7% |
| 5Y | +16.5% | +54.9% | -38.5% | +14.2% |
| All | +16.5% | +52.7% | -36.3% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling