+54.9%
IBN vs BTG
+75.0%
-20.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | -5.5% | -5.5% | 0.0% | -5.1% |
| 30D | -3.4% | +6.1% | -9.5% | -3.9% |
| 3M | +8.7% | +38.6% | -30.0% | +5.9% |
| 6M | +3.7% | +0.7% | +3.0% | +3.0% |
| YTD | -2.4% | +20.3% | -22.7% | -4.5% |
| 1Y | -8.1% | +25.0% | -33.1% | -10.9% |
| 3Y | +26.3% | +97.3% | -71.0% | +15.7% |
| 5Y | +54.9% | +78.3% | -23.4% | +47.3% |
| All | +54.9% | +75.0% | -20.0% | +47.3% |
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