+84.3%
IRM vs FBTC
+59.7%
+24.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -1.8% | -5.8% | +4.0% | -1.2% |
| 30D | -7.8% | +21.4% | -29.2% | -9.8% |
| 3M | -7.9% | +24.5% | -32.3% | -10.2% |
| 6M | +6.3% | +9.9% | -3.5% | +5.1% |
| YTD | +38.2% | -12.0% | +50.2% | +38.8% |
| 1Y | +19.8% | -32.3% | +52.2% | +22.6% |
| All | +84.3% | +59.7% | +24.6% | +86.6% |
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