-15.2%
BTDR vs IRM
+22.0%
-37.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +1.3% |
| 7D | -3.4% | -1.4% | -2.0% | -1.6% |
| 30D | +32.6% | -7.4% | +40.0% | +45.1% |
| 3M | -32.2% | -7.4% | -24.9% | -25.4% |
| 6M | +52.4% | +8.7% | +43.7% | +41.7% |
| YTD | +6.7% | +40.9% | -34.3% | -33.9% |
| 1Y | -15.2% | +20.5% | -35.8% | -15.4% |
| All | -15.2% | +22.0% | -37.3% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling