+25.0%
IGV vs FBTC
+62.0%
-37.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.5% | +1.1% | -2.7% | -1.8% |
| 30D | -3.0% | +22.3% | -25.3% | -7.2% |
| 3M | +9.6% | +26.0% | -16.4% | +4.0% |
| 6M | +16.1% | +13.2% | +3.0% | +12.5% |
| YTD | -3.6% | -10.7% | +7.1% | -2.7% |
| 1Y | -7.8% | -30.0% | +22.1% | -2.7% |
| All | +25.0% | +62.0% | -37.1% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling