+1,726.8%
BTI vs IAG
+368.9%
+1,357.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | -1.4% | +4.3% | -5.6% | -1.6% |
| 30D | -7.0% | +9.8% | -16.8% | -7.7% |
| 3M | -6.3% | +28.9% | -35.2% | -8.2% |
| 6M | -2.0% | -7.6% | +5.6% | -2.1% |
| YTD | +0.2% | +22.0% | -21.8% | -2.1% |
| 1Y | +3.8% | +99.5% | -95.7% | -2.2% |
| 3Y | +112.1% | +818.3% | -706.2% | +77.3% |
| 5Y | +113.6% | +785.9% | -672.3% | +74.7% |
| 10Y | +69.6% | +381.1% | -311.5% | +37.5% |
| All | +1,726.8% | +368.9% | +1,357.9% | +1,149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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