-97.6%
IRE vs FBTC
-32.5%
-65.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.5% | -14.3% | -12.7% |
| 7D | -41.9% | -5.4% | -36.5% | -33.3% |
| 30D | -75.1% | -10.5% | -64.6% | -66.3% |
| 3M | -82.4% | +15.1% | -97.5% | -86.2% |
| 6M | -95.5% | -8.3% | -87.3% | -94.1% |
| YTD | -93.1% | -16.0% | -77.1% | -86.0% |
| 1Y | -97.8% | -30.7% | -67.1% | -92.6% |
| All | -97.6% | -32.5% | -65.2% | -90.9% |
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