-97.7%
IRE vs BTG
+24.4%
-122.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +8.7% | -32.0% | -32.6% |
| 7D | -46.8% | -0.2% | -46.6% | -48.2% |
| 30D | -75.5% | -0.8% | -74.7% | -75.6% |
| 3M | -79.4% | +31.8% | -111.3% | -85.4% |
| 6M | -91.3% | +20.4% | -111.7% | -93.2% |
| YTD | -90.8% | +14.7% | -105.5% | -92.9% |
| 1Y | -97.7% | +29.4% | -127.1% | -98.7% |
| All | -97.7% | +24.4% | -122.1% | -98.7% |
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