+27.3%
ICE vs FBTC
+62.0%
-34.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.9% | +1.1% | -2.0% | -0.9% |
| 30D | +4.0% | +22.3% | -18.3% | +2.7% |
| 3M | +11.0% | +26.0% | -15.0% | +9.4% |
| 6M | -5.0% | +13.2% | -18.1% | -5.8% |
| YTD | -2.7% | -10.7% | +8.0% | -2.6% |
| 1Y | -8.6% | -30.0% | +21.3% | -7.5% |
| All | +27.3% | +62.0% | -34.8% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling