+523.9%
IBN vs BTG
+378.0%
+145.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -2.3% |
| 7D | -2.2% | +4.8% | -7.0% | -2.6% |
| 30D | -2.3% | +8.3% | -10.6% | -3.1% |
| 3M | +15.9% | +32.3% | -16.4% | +12.4% |
| 6M | +5.6% | +3.0% | +2.6% | +4.4% |
| YTD | -0.1% | +21.9% | -22.0% | -3.2% |
| 1Y | -6.5% | +28.2% | -34.7% | -10.3% |
| 3Y | +29.3% | +99.9% | -70.6% | +17.0% |
| 5Y | +56.6% | +73.6% | -17.0% | +41.5% |
| 10Y | +314.4% | +136.5% | +177.8% | +242.4% |
| All | +523.9% | +378.0% | +145.9% | +211.3% |
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 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