-84.5%
IRE vs BTG
+3.0%
-87.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.2% | -4.6% | -4.6% |
| 7D | +7.9% | -5.8% | +13.7% | +14.1% |
| 30D | +9.3% | +5.7% | +3.5% | +4.1% |
| 3M | -52.3% | +38.1% | -90.5% | -65.8% |
| 6M | -38.5% | +0.3% | -38.8% | -38.5% |
| YTD | -54.8% | +19.9% | -74.7% | -59.7% |
| All | -84.5% | +3.0% | -87.5% | -88.6% |
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