+452.1%
BTSG vs IAG
+709.5%
-257.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | -3.6% | +28.9% | -32.5% | -7.1% |
| 3M | +5.8% | +19.1% | -13.3% | +2.5% |
| 6M | +44.7% | -10.3% | +55.0% | +44.5% |
| YTD | +62.2% | +24.2% | +38.0% | +54.9% |
| 1Y | +152.1% | +116.5% | +35.6% | +123.2% |
| All | +452.1% | +709.5% | -257.4% | +333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling