+92.2%
BTSG vs IRE
-84.0%
+176.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.8% | +5.9% | -0.6% |
| 7D | +2.9% | +29.0% | -26.2% | +1.5% |
| 30D | +0.9% | +24.2% | -23.3% | -0.8% |
| 3M | +1.6% | -53.2% | +54.8% | +2.2% |
| 6M | +46.8% | -36.0% | +82.8% | +42.1% |
| YTD | +65.5% | -51.0% | +116.5% | +57.8% |
| All | +92.2% | -84.0% | +176.2% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling