-83.2%
IRE vs BTG
+6.5%
-89.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.5% | -8.5% |
| 7D | +29.0% | +2.4% | +26.6% | +25.4% |
| 30D | +24.2% | +9.5% | +14.7% | +14.1% |
| 3M | -53.2% | +38.5% | -91.7% | -66.4% |
| 6M | -36.0% | +5.6% | -41.7% | -39.6% |
| YTD | -51.0% | +23.9% | -74.9% | -57.8% |
| All | -83.2% | +6.5% | -89.7% | -88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling