+26.7%
ICE vs FBTC
+59.7%
-33.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -5.3% | -5.8% | +0.5% | -5.0% |
| 30D | +3.0% | +21.4% | -18.4% | +1.8% |
| 3M | +11.4% | +24.5% | -13.0% | +10.0% |
| 6M | -2.0% | +9.9% | -11.9% | -2.7% |
| YTD | -3.1% | -12.0% | +8.9% | -2.9% |
| 1Y | -8.4% | -32.3% | +24.0% | -7.1% |
| All | +26.7% | +59.7% | -33.0% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling