+434.2%
IRM vs BTG
+159.3%
+274.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | -1.4% | -3.8% | +2.3% | -1.0% |
| 30D | -7.4% | +3.6% | -11.0% | -7.8% |
| 3M | -7.4% | +32.0% | -39.4% | -10.8% |
| 6M | +8.7% | +3.4% | +5.3% | +7.2% |
| YTD | +40.9% | +20.8% | +20.2% | +35.8% |
| 1Y | +20.5% | +22.4% | -1.9% | +15.5% |
| 3Y | +101.7% | +91.7% | +10.0% | +80.3% |
| 5Y | +197.7% | +79.0% | +118.7% | +165.4% |
| All | +434.2% | +159.3% | +274.9% | +348.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling