+105.1%
BTI vs IRM
+102.2%
+2.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.4% |
| 7D | -2.4% | +3.0% | -5.4% | -2.8% |
| 30D | -4.8% | -5.2% | +0.4% | -4.2% |
| 3M | -8.1% | -8.0% | -0.1% | -7.3% |
| 6M | -4.2% | +9.2% | -13.3% | -5.9% |
| YTD | -1.3% | +41.0% | -42.3% | -6.7% |
| 1Y | +2.1% | +23.3% | -21.1% | -1.8% |
| All | +105.1% | +102.2% | +2.8% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling