+547.4%
BTSG vs IAG
+584.6%
-37.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +6.0% | -7.7% | +13.7% | +6.9% |
| 30D | +12.4% | +1.6% | +10.8% | +11.8% |
| 3M | +18.2% | -2.4% | +20.7% | +17.7% |
| 6M | +26.0% | -7.8% | +33.9% | +25.5% |
| YTD | +90.1% | +5.0% | +85.1% | +84.7% |
| 1Y | +124.3% | +25.7% | +98.6% | +112.7% |
| All | +547.4% | +584.6% | -37.2% | +416.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling