+13.1%
IOT vs FBTC
+13.6%
-0.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.5% | -3.7% |
| 7D | +5.1% | +1.1% | +3.9% | +4.8% |
| 30D | -3.0% | +22.3% | -25.3% | -4.8% |
| 3M | +15.0% | +26.0% | -11.0% | +11.8% |
| 6M | +13.1% | +13.2% | 0.0% | +8.3% |
| All | +13.1% | +13.6% | -0.5% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling