+463.5%
BTSG vs IBN
+23.4%
+440.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | +2.9% | -5.1% | +8.0% | +4.7% |
| 30D | +0.9% | -3.5% | +4.4% | +2.0% |
| 3M | +1.6% | +11.3% | -9.7% | -2.0% |
| 6M | +46.8% | +4.4% | +42.4% | +44.1% |
| YTD | +65.5% | -1.8% | +67.3% | +65.2% |
| 1Y | +136.2% | -8.0% | +144.2% | +139.3% |
| All | +463.5% | +23.4% | +440.2% | +437.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling