+97.7%
IRM vs BTG
+94.1%
+3.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.6% |
| 7D | -1.8% | -5.5% | +3.6% | -1.1% |
| 30D | -7.8% | +6.1% | -13.9% | -8.5% |
| 3M | -7.9% | +38.6% | -46.5% | -12.2% |
| 6M | +6.3% | +0.7% | +5.7% | +5.2% |
| YTD | +38.2% | +20.3% | +17.8% | +32.2% |
| 1Y | +19.8% | +25.0% | -5.2% | +13.4% |
| All | +97.7% | +94.1% | +3.6% | +69.6% |
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 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