+66.4%
FBTC vs IAG
+755.8%
-689.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | +1.1% | +1.7% | -0.6% | +0.9% |
| 30D | +22.3% | +11.4% | +10.8% | +20.5% |
| 3M | +26.0% | +33.0% | -7.1% | +21.0% |
| 6M | +13.2% | -6.0% | +19.2% | +12.5% |
| YTD | -10.7% | +24.6% | -35.3% | -14.0% |
| 1Y | -30.0% | +105.0% | -134.9% | -35.8% |
| All | +66.4% | +755.8% | -689.4% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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