-0.4%
IEF vs FBTC
-28.2%
+27.8%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -0.3% | +2.9% | -3.2% | -0.3% |
| 30D | -0.8% | +23.0% | -23.8% | -0.9% |
| 3M | -1.0% | +25.6% | -26.6% | -1.1% |
| 6M | -2.8% | +9.0% | -11.8% | -2.8% |
| YTD | -1.5% | -8.9% | +7.4% | -1.4% |
| 1Y | -0.4% | -27.5% | +27.1% | -0.9% |
| All | -0.4% | -28.2% | +27.8% | -0.9% |
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 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