+547.4%
BTSG vs IRM
+80.6%
+466.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +6.0% | +6.8% | -0.7% | +3.7% |
| 30D | +12.4% | +2.6% | +9.8% | +11.2% |
| 3M | +18.2% | -9.5% | +27.7% | +21.8% |
| 6M | +26.0% | -8.5% | +34.5% | +29.4% |
| YTD | +90.1% | +40.3% | +49.9% | +67.8% |
| 1Y | +124.3% | +28.7% | +95.6% | +103.8% |
| All | +547.4% | +80.6% | +466.8% | +564.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling