-82.0%
IRE vs BTG
+4.7%
-86.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -2.9% | +13.1% | +13.1% |
| 7D | +58.9% | +4.8% | +54.1% | +51.5% |
| 30D | +17.2% | +8.3% | +8.8% | +8.8% |
| 3M | -58.6% | +32.3% | -90.9% | -68.7% |
| 6M | -23.5% | +3.0% | -26.4% | -25.7% |
| YTD | -47.4% | +21.9% | -69.3% | -53.9% |
| All | -82.0% | +4.7% | -86.7% | -87.0% |
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