+999.4%
IRM vs BTG
+378.0%
+621.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +1.6% | +4.8% | -3.2% | +1.2% |
| 30D | -4.2% | +8.3% | -12.5% | -4.8% |
| 3M | -5.4% | +32.3% | -37.7% | -7.8% |
| 6M | +12.0% | +3.0% | +9.1% | +11.0% |
| YTD | +42.0% | +21.9% | +20.1% | +38.5% |
| 1Y | +29.9% | +28.2% | +1.7% | +25.8% |
| 3Y | +104.4% | +99.9% | +4.5% | +89.3% |
| 5Y | +191.0% | +73.6% | +117.5% | +170.4% |
| 10Y | +417.1% | +136.5% | +280.6% | +357.1% |
| All | +999.4% | +378.0% | +621.4% | +711.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling