+218.1%
IFF vs BTG
+373.5%
-155.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -3.2% | -3.8% | +0.6% | -3.0% |
| 30D | -0.3% | +3.6% | -3.9% | -0.5% |
| 3M | +8.4% | +32.0% | -23.6% | +6.5% |
| 6M | +23.0% | +3.4% | +19.7% | +22.2% |
| YTD | +25.5% | +20.8% | +4.7% | +23.3% |
| 1Y | +29.1% | +22.4% | +6.6% | +26.5% |
| 3Y | +31.7% | +91.7% | -60.1% | +25.0% |
| 5Y | -35.2% | +79.0% | -114.2% | -38.5% |
| 10Y | -20.7% | +152.6% | -173.3% | -27.0% |
| All | +218.1% | +373.5% | -155.5% | +176.0% |
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