+71.4%
BTI vs IBN
+324.2%
-252.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | -0.2% | -3.0% | +2.8% | +0.4% |
| 30D | -1.1% | -1.5% | +0.4% | -0.8% |
| 3M | -8.8% | +7.9% | -16.7% | -10.3% |
| 6M | -4.0% | +8.6% | -12.6% | -5.9% |
| YTD | +0.4% | -0.6% | +0.9% | +0.1% |
| 1Y | +1.9% | -7.3% | +9.3% | +3.1% |
| 3Y | +108.5% | +26.2% | +82.3% | +95.7% |
| 5Y | +118.5% | +57.8% | +60.7% | +92.8% |
| All | +71.4% | +324.2% | -252.8% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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