+108.5%
BTI vs IFF
+29.0%
+79.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -0.2% | -3.2% | +3.0% | +0.2% |
| 30D | -1.1% | -0.3% | -0.8% | -1.0% |
| 3M | -8.8% | +8.4% | -17.2% | -9.7% |
| 6M | -4.0% | +23.0% | -27.0% | -6.4% |
| YTD | +0.4% | +25.5% | -25.1% | -2.5% |
| 1Y | +1.9% | +29.1% | -27.1% | -1.3% |
| 3Y | +108.5% | +31.7% | +76.9% | +92.9% |
| All | +108.5% | +29.0% | +79.5% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling