+728.2%
IT vs BTG
+378.0%
+350.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.9% | -4.6% | -7.3% |
| 7D | -9.1% | +4.8% | -13.9% | -9.3% |
| 30D | -7.0% | +8.3% | -15.4% | -7.3% |
| 3M | +7.6% | +32.3% | -24.7% | +6.3% |
| 6M | +2.1% | +3.0% | -0.8% | +1.6% |
| YTD | -31.6% | +21.9% | -53.5% | -32.5% |
| 1Y | -29.9% | +28.2% | -58.1% | -31.2% |
| 3Y | -51.3% | +99.9% | -151.2% | -53.4% |
| 5Y | -44.8% | +73.6% | -118.3% | -47.2% |
| 10Y | +91.4% | +136.5% | -45.2% | +78.8% |
| All | +728.2% | +378.0% | +350.2% | +681.8% |
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 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