-97.3%
IRE vs BTG
-0.1%
-97.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -2.4% | +14.6% | +14.5% |
| 7D | -15.1% | +1.4% | -16.5% | -17.0% |
| 30D | -71.4% | -1.1% | -70.2% | -71.5% |
| 3M | -81.2% | +2.5% | -83.7% | -81.8% |
| 6M | -93.7% | -3.1% | -90.7% | -93.6% |
| YTD | -92.2% | +16.3% | -108.5% | -93.0% |
| 1Y | -97.3% | +27.6% | -124.9% | -97.8% |
| All | -97.3% | -0.1% | -97.2% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling