-74.6%
BTDR vs IRE
-97.2%
+22.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +39.6% | -26.3% | +0.5% |
| 7D | -10.4% | -27.2% | +16.8% | -3.9% |
| 30D | -42.2% | -75.1% | +33.0% | -15.6% |
| 3M | -42.8% | -77.9% | +35.0% | -15.4% |
| 6M | -60.2% | -94.6% | +34.4% | -23.7% |
| YTD | -46.3% | -91.5% | +45.2% | -24.7% |
| 1Y | -71.7% | -97.8% | +26.2% | -42.3% |
| All | -74.6% | -97.2% | +22.7% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling