+152.1%
BTSG vs IFF
+34.4%
+117.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.7% | -1.8% | +4.5% | +3.0% |
| 30D | -3.6% | -2.0% | -1.7% | -3.4% |
| 3M | +5.8% | +18.5% | -12.7% | +3.1% |
| 6M | +44.7% | +11.7% | +33.1% | +39.6% |
| YTD | +62.2% | +29.6% | +32.6% | +54.7% |
| 1Y | +152.1% | +35.0% | +117.1% | +136.8% |
| All | +152.1% | +34.4% | +117.7% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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