+323.2%
IBN vs BTG
+159.3%
+163.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -3.0% | -3.8% | +0.7% | -2.8% |
| 30D | -1.5% | +3.6% | -5.1% | -1.8% |
| 3M | +7.9% | +32.0% | -24.1% | +5.7% |
| 6M | +8.6% | +3.4% | +5.3% | +7.8% |
| YTD | -0.6% | +20.8% | -21.3% | -2.6% |
| 1Y | -7.3% | +22.4% | -29.7% | -9.7% |
| 3Y | +26.2% | +91.7% | -65.5% | +17.9% |
| 5Y | +57.8% | +79.0% | -21.2% | +46.6% |
| All | +323.2% | +159.3% | +163.9% | +289.9% |
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