-27.5%
FBTC vs IFF
+34.4%
-62.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +2.9% | -1.8% | +4.7% | +3.1% |
| 30D | +23.0% | -2.0% | +25.0% | +23.1% |
| 3M | +25.6% | +18.5% | +7.0% | +23.2% |
| 6M | +9.0% | +11.7% | -2.7% | +6.5% |
| YTD | -8.9% | +29.6% | -38.5% | -13.4% |
| 1Y | -27.5% | +35.0% | -62.5% | -30.2% |
| All | -27.5% | +34.4% | -62.0% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling