-76.3%
BTDR vs IRE
-98.1%
+21.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -14.4% | +5.7% | -4.0% |
| 7D | -6.9% | -31.8% | +24.9% | +5.1% |
| 30D | -31.5% | -71.8% | +40.2% | -3.0% |
| 3M | -36.1% | -88.9% | +52.8% | +17.4% |
| 6M | -57.6% | -95.4% | +37.7% | -12.9% |
| YTD | -50.0% | -94.2% | +44.2% | -20.8% |
| 1Y | -49.6% | -97.1% | +47.5% | -7.7% |
| All | -76.3% | -98.1% | +21.8% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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