+358.4%
IAG vs BTG
+159.3%
+199.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.5% |
| 7D | -1.1% | -3.8% | +2.7% | +2.2% |
| 30D | +12.1% | +3.6% | +8.5% | +8.9% |
| 3M | +25.5% | +32.0% | -6.5% | -1.9% |
| 6M | -7.1% | +3.4% | -10.5% | -11.0% |
| YTD | +22.9% | +20.8% | +2.1% | +2.6% |
| 1Y | +83.3% | +22.4% | +60.9% | +50.3% |
| 3Y | +808.5% | +91.7% | +716.8% | +394.1% |
| 5Y | +838.0% | +79.0% | +759.0% | +456.1% |
| All | +358.4% | +159.3% | +199.1% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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