+3,372.2%
BTI vs IRM
+9,964.6%
-6,592.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.4% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -6.6% | -8.1% | +1.5% | -5.3% |
| 3M | -3.0% | -9.7% | +6.7% | -1.5% |
| 6M | -6.7% | +10.0% | -16.7% | -8.7% |
| YTD | +0.6% | +43.0% | -42.4% | -6.4% |
| 1Y | +5.6% | +32.7% | -27.1% | -0.6% |
| 3Y | +110.3% | +102.7% | +7.6% | +80.7% |
| 5Y | +114.3% | +187.6% | -73.3% | +70.6% |
| 10Y | +67.7% | +420.1% | -352.5% | +17.0% |
| All | +3,372.2% | +9,964.6% | -6,592.4% | +1,689.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling