+28.1%
IYR vs BTG
+94.1%
-66.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | -2.8% | -5.5% | +2.6% | -2.4% |
| 30D | -2.5% | +6.1% | -8.6% | -3.1% |
| 3M | -3.0% | +38.6% | -41.6% | -5.9% |
| 6M | +1.6% | +0.7% | +1.0% | +1.0% |
| YTD | +7.3% | +20.3% | -13.0% | +4.2% |
| 1Y | +5.6% | +25.0% | -19.4% | +1.5% |
| All | +28.1% | +94.1% | -66.0% | +13.4% |
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