+5.8%
IP vs FBTC
+54.8%
-49.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.1% |
| 7D | -3.0% | -2.4% | -0.7% | -2.7% |
| 30D | +10.6% | -9.1% | +19.7% | +12.0% |
| 3M | -13.6% | +15.0% | -28.6% | -15.4% |
| 6M | +10.4% | -6.9% | +17.3% | +11.1% |
| YTD | -6.5% | -14.7% | +8.2% | -5.3% |
| 1Y | -2.1% | -28.1% | +26.0% | +1.3% |
| All | +5.8% | +54.8% | -49.1% | -1.3% |
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