+40.1%
IJH vs FBTC
+59.7%
-19.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -2.5% | -5.8% | +3.3% | -1.7% |
| 30D | -5.0% | +21.4% | -26.4% | -7.8% |
| 3M | +0.5% | +24.5% | -23.9% | -2.8% |
| 6M | +8.2% | +9.9% | -1.6% | +6.3% |
| YTD | +12.5% | -12.0% | +24.5% | +13.5% |
| 1Y | +14.4% | -32.3% | +46.7% | +19.8% |
| All | +40.1% | +59.7% | -19.6% | +29.1% |
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