+31.1%
ICE vs FBTC
+65.3%
-34.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.9% |
| 7D | -0.7% | +2.9% | -3.6% | -0.8% |
| 30D | +7.6% | +23.0% | -15.4% | +6.3% |
| 3M | +13.9% | +25.6% | -11.6% | +12.3% |
| 6M | -2.4% | +9.0% | -11.3% | -3.0% |
| YTD | +0.3% | -8.9% | +9.2% | +0.3% |
| 1Y | -6.4% | -27.5% | +21.1% | -5.5% |
| All | +31.1% | +65.3% | -34.2% | +22.5% |
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