+426.2%
BTSG vs IRM
+77.9%
+348.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -5.9% |
| 7D | -5.8% | -1.8% | -4.0% | -5.2% |
| 30D | 0.0% | -7.8% | +7.7% | +2.8% |
| 3M | -4.5% | -7.9% | +3.4% | -1.7% |
| 6M | +40.0% | +6.3% | +33.7% | +37.1% |
| YTD | +54.6% | +38.2% | +16.4% | +37.6% |
| 1Y | +106.1% | +19.8% | +86.3% | +92.6% |
| All | +426.2% | +77.9% | +348.3% | +444.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling