+100.0%
IT vs BTG
+159.3%
-59.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.2% |
| 7D | -3.7% | -3.8% | +0.1% | -3.5% |
| 30D | +0.1% | +3.6% | -3.6% | -0.1% |
| 3M | +20.7% | +32.0% | -11.3% | +18.8% |
| 6M | +12.0% | +3.4% | +8.6% | +11.4% |
| YTD | -28.8% | +20.8% | -49.6% | -30.0% |
| 1Y | -25.5% | +22.4% | -47.9% | -27.2% |
| 3Y | -48.8% | +91.7% | -140.5% | -51.9% |
| 5Y | -42.7% | +79.0% | -121.7% | -46.3% |
| All | +100.0% | +159.3% | -59.3% | +92.5% |
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