+106.0%
BTSG vs IRE
-97.8%
+203.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.2% |
| 3M | +10.8% | -81.6% | +92.4% | +17.3% |
| 6M | +26.1% | -94.7% | +120.8% | +37.0% |
| YTD | +84.6% | -91.8% | +176.4% | +87.0% |
| All | +106.0% | -97.8% | +203.8% | +115.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling