+2.8%
IP vs FBTC
+56.9%
-54.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -5.1% | -1.2% | -3.8% | -4.9% |
| 30D | +8.5% | -9.1% | +17.6% | +9.8% |
| 3M | -13.8% | +17.6% | -31.4% | -15.9% |
| 6M | +5.7% | -7.1% | +12.8% | +6.4% |
| YTD | -9.1% | -13.6% | +4.4% | -8.2% |
| 1Y | -0.8% | -25.1% | +24.3% | +2.1% |
| All | +2.8% | +56.9% | -54.2% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling