+114.4%
BTSG vs IRE
-97.3%
+211.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.1% |
| 7D | +4.4% | -15.5% | +19.9% | +4.4% |
| 30D | +8.5% | -70.4% | +78.9% | +13.1% |
| 3M | +10.8% | -81.6% | +92.4% | +17.1% |
| 6M | +26.1% | -94.7% | +120.8% | +36.6% |
| YTD | +84.6% | -91.8% | +176.4% | +88.2% |
| 1Y | +108.7% | -97.6% | +206.2% | +121.6% |
| All | +114.4% | -97.3% | +211.7% | +124.0% |
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