+433.9%
BTSG vs IAG
+700.8%
-266.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | -3.3% | -1.1% | -2.2% | -3.2% |
| 30D | -1.6% | +12.1% | -13.7% | -3.3% |
| 3M | -6.9% | +25.5% | -32.4% | -10.2% |
| 6M | +42.1% | -7.1% | +49.2% | +41.3% |
| YTD | +56.8% | +22.9% | +34.0% | +50.0% |
| 1Y | +109.8% | +83.3% | +26.5% | +89.6% |
| All | +433.9% | +700.8% | -266.9% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling