+4,674.4%
BTI vs IBN
+1,532.9%
+3,141.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -1.4% | +1.4% | -2.8% | -1.6% |
| 30D | -6.6% | -0.3% | -6.3% | -6.6% |
| 3M | -3.0% | +17.1% | -20.1% | -5.1% |
| 6M | -6.7% | +3.4% | -10.1% | -7.2% |
| YTD | +0.6% | +2.5% | -2.0% | 0.0% |
| 1Y | +5.6% | -4.2% | +9.8% | +5.9% |
| 3Y | +110.3% | +32.4% | +77.9% | +101.0% |
| 5Y | +114.3% | +59.2% | +55.1% | +98.5% |
| 10Y | +67.7% | +345.7% | -278.0% | +32.2% |
| All | +4,674.4% | +1,532.9% | +3,141.5% | +3,379.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling