+14.9%
BTDR vs IFF
+29.0%
-14.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.3% | +4.0% |
| 7D | -3.4% | -3.2% | -0.2% | -1.8% |
| 30D | +32.6% | -0.3% | +32.9% | +32.6% |
| 3M | -32.2% | +8.4% | -40.7% | -36.0% |
| 6M | +52.4% | +23.0% | +29.3% | +36.1% |
| YTD | +6.7% | +25.5% | -18.8% | -6.8% |
| 1Y | -15.2% | +29.1% | -44.3% | -27.8% |
| 3Y | +14.9% | +31.7% | -16.8% | -21.6% |
| All | +14.9% | +29.0% | -14.1% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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