-47.9%
BTDR vs IRE
-84.0%
+36.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.8% | +4.1% | -0.6% |
| 7D | +14.8% | +29.0% | -14.2% | +6.1% |
| 30D | +41.8% | +24.2% | +17.6% | +29.5% |
| 3M | -29.2% | -53.2% | +24.0% | -21.4% |
| 6M | +66.2% | -36.0% | +102.2% | +52.5% |
| YTD | +10.0% | -51.0% | +61.0% | -5.3% |
| All | -47.9% | -84.0% | +36.1% | -43.6% |
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