+16.2%
IOT vs FBTC
+62.0%
-45.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.5% | -3.7% |
| 7D | +5.1% | +1.1% | +3.9% | +4.7% |
| 30D | -3.0% | +22.3% | -25.3% | -8.0% |
| 3M | +15.0% | +26.0% | -11.0% | +7.9% |
| 6M | +13.1% | +13.2% | 0.0% | +8.6% |
| YTD | +9.0% | -10.7% | +19.8% | +10.9% |
| 1Y | +0.1% | -30.0% | +30.1% | +8.7% |
| All | +16.2% | +62.0% | -45.8% | -4.4% |
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