+322.1%
IBKR vs FBTC
+60.2%
+262.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.3% |
| 30D | -0.2% | +22.0% | -22.3% | -6.5% |
| 3M | +3.0% | +21.6% | -18.7% | -3.5% |
| 6M | +33.9% | +9.2% | +24.6% | +29.6% |
| YTD | +42.5% | -11.8% | +54.3% | +45.7% |
| 1Y | +44.9% | -32.7% | +77.6% | +59.0% |
| All | +322.1% | +60.2% | +262.0% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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