+10.6%
IOT vs BTG
+24.4%
-13.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.7% | -4.6% | +3.4% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +1.0% | -0.8% | +1.8% | +0.9% |
| 3M | +10.9% | +31.8% | -20.9% | +7.0% |
| 6M | +39.9% | +20.4% | +19.5% | +35.3% |
| YTD | +20.8% | +14.7% | +6.0% | +18.2% |
| 1Y | +10.6% | +29.4% | -18.8% | +4.6% |
| All | +10.6% | +24.4% | -13.8% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling