+79.5%
IEMG vs FBTC
+60.2%
+19.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -1.3% | -3.1% | +1.8% | -0.9% |
| 30D | +1.9% | +22.0% | -20.1% | -1.0% |
| 3M | +1.4% | +21.6% | -20.2% | -1.4% |
| 6M | +15.2% | +9.2% | +5.9% | +13.4% |
| YTD | +23.8% | -11.8% | +35.6% | +24.3% |
| 1Y | +30.7% | -32.7% | +63.3% | +34.8% |
| All | +79.5% | +60.2% | +19.3% | +69.3% |
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 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