+117.9%
BTSG vs IBN
+4.2%
+113.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -1.6% |
| 7D | +17.4% | +8.9% | +8.5% | +13.4% |
| 30D | +12.6% | +12.6% | -0.1% | +6.9% |
| 3M | +11.2% | +3.1% | +8.1% | +9.8% |
| 6M | +30.4% | +20.6% | +9.8% | +19.7% |
| YTD | +86.4% | +5.8% | +80.6% | +78.5% |
| 1Y | +117.9% | +3.7% | +114.3% | +108.5% |
| All | +117.9% | +4.2% | +113.7% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling