+23.9%
BTI vs IRM
+19.5%
+4.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.3% |
| 7D | +5.3% | +2.6% | +2.7% | +5.1% |
| 30D | +19.1% | +5.6% | +13.4% | +18.5% |
| 3M | +6.5% | -4.7% | +11.2% | +7.0% |
| 6M | +9.4% | -6.1% | +15.5% | +10.1% |
| YTD | +14.4% | +46.3% | -31.9% | +7.4% |
| 1Y | +23.9% | +18.7% | +5.2% | +21.8% |
| All | +23.9% | +19.5% | +4.4% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling