+282.2%
IAG vs BTG
+378.0%
-95.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | 0.0% |
| 7D | +4.3% | +4.8% | -0.6% | +1.2% |
| 30D | +9.8% | +8.3% | +1.4% | +4.6% |
| 3M | +28.9% | +32.3% | -3.4% | +8.5% |
| 6M | -7.6% | +3.0% | -10.5% | -9.0% |
| YTD | +22.0% | +21.9% | 0.0% | +8.7% |
| 1Y | +99.5% | +28.2% | +71.3% | +72.9% |
| 3Y | +818.3% | +99.9% | +718.4% | +511.7% |
| 5Y | +785.9% | +73.6% | +712.3% | +571.1% |
| 10Y | +381.1% | +136.5% | +244.6% | +221.6% |
| All | +282.2% | +378.0% | -95.7% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling