+81.0%
IEMG vs FBTC
+62.0%
+18.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +1.6% | +1.1% | +0.5% | +1.4% |
| 30D | +4.6% | +22.3% | -17.6% | +1.6% |
| 3M | +4.8% | +26.0% | -21.1% | +1.4% |
| 6M | +16.8% | +13.2% | +3.7% | +14.6% |
| YTD | +24.8% | -10.7% | +35.6% | +25.1% |
| 1Y | +34.3% | -30.0% | +64.3% | +37.9% |
| All | +81.0% | +62.0% | +18.9% | +70.4% |
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