-18.7%
IBM vs FBTC
-28.8%
+10.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | -1.7% | -6.8% | +5.1% | -1.2% |
| 30D | +10.1% | -9.9% | +20.0% | +11.0% |
| 3M | +4.8% | +17.5% | -12.6% | +3.8% |
| 6M | +12.6% | -9.1% | +21.7% | +15.3% |
| YTD | -13.9% | -14.9% | +1.0% | -13.7% |
| 1Y | -18.7% | -27.6% | +8.9% | -17.3% |
| All | -18.7% | -28.8% | +10.1% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling