+336.0%
IR vs BTG
+153.0%
+183.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +2.5% | -9.1% | +11.6% | +3.4% |
| 30D | +9.2% | -1.6% | +10.8% | +9.2% |
| 3M | +0.9% | -2.8% | +3.8% | +1.0% |
| 6M | +19.2% | -7.6% | +26.8% | +19.3% |
| YTD | +7.5% | +10.2% | -2.8% | +5.4% |
| 1Y | +11.7% | +21.3% | -9.5% | +8.8% |
| 3Y | +23.9% | +82.7% | -58.8% | +14.8% |
| 5Y | +46.4% | +30.8% | +15.5% | +37.1% |
| All | +336.0% | +153.0% | +183.0% | +326.0% |
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