+830.1%
IAG vs BTG
+75.0%
+755.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | +0.4% |
| 7D | -4.1% | -5.5% | +1.4% | +0.9% |
| 30D | +10.6% | +6.1% | +4.5% | +4.9% |
| 3M | +35.4% | +38.6% | -3.3% | -0.2% |
| 6M | -9.5% | +0.7% | -10.2% | -11.7% |
| YTD | +21.8% | +20.3% | +1.5% | +0.2% |
| 1Y | +84.1% | +25.0% | +59.1% | +44.6% |
| 3Y | +817.4% | +97.3% | +720.0% | +349.4% |
| 5Y | +830.1% | +78.3% | +751.8% | +402.4% |
| All | +830.1% | +75.0% | +755.1% | +402.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling