+15.4%
IOT vs FBTC
+60.2%
-44.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -4.5% | -3.1% | -1.4% | -3.7% |
| 30D | -2.4% | +22.0% | -24.5% | -7.4% |
| 3M | +19.0% | +21.6% | -2.7% | +12.7% |
| 6M | +19.6% | +9.2% | +10.4% | +16.0% |
| YTD | +8.3% | -11.8% | +20.0% | +10.5% |
| 1Y | -0.8% | -32.7% | +31.9% | +8.9% |
| All | +15.4% | +60.2% | -44.7% | -4.8% |
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