+23.8%
BTDR vs IRM
+223.2%
-199.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +2.9% |
| 7D | +20.0% | -0.5% | +20.4% | +20.4% |
| 30D | +11.9% | -8.1% | +20.0% | +18.2% |
| 3M | -36.9% | -9.7% | -27.3% | -32.1% |
| 6M | +56.5% | +10.0% | +46.5% | +51.3% |
| YTD | +10.4% | +43.0% | -32.6% | -9.0% |
| 1Y | +3.1% | +32.7% | -29.6% | -8.8% |
| 3Y | -2.6% | +102.7% | -105.3% | -16.2% |
| 5Y | +25.2% | +187.6% | -162.4% | +8.3% |
| All | +23.8% | +223.2% | -199.4% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling