-6.7%
IP vs FBTC
-32.1%
+25.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.6% |
| 7D | -0.9% | -6.3% | +5.4% | -0.2% |
| 30D | +6.7% | -14.3% | +21.0% | +8.4% |
| 3M | -16.6% | +12.6% | -29.1% | -17.8% |
| 6M | +6.0% | -11.8% | +17.8% | +7.6% |
| YTD | -10.7% | -18.6% | +8.0% | -9.4% |
| 1Y | -6.7% | -29.9% | +23.2% | -6.3% |
| All | -6.7% | -32.1% | +25.4% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling