+191.8%
IRM vs BTG
+75.0%
+116.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.6% |
| 7D | -1.8% | -5.5% | +3.6% | -1.0% |
| 30D | -7.8% | +6.1% | -13.9% | -8.7% |
| 3M | -7.9% | +38.6% | -46.5% | -13.0% |
| 6M | +6.3% | +0.7% | +5.7% | +5.0% |
| YTD | +38.2% | +20.3% | +17.8% | +31.2% |
| 1Y | +19.8% | +25.0% | -5.2% | +12.3% |
| 3Y | +98.8% | +97.3% | +1.5% | +66.2% |
| 5Y | +191.8% | +78.3% | +113.4% | +151.8% |
| All | +191.8% | +75.0% | +116.8% | +151.8% |
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 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