+88.1%
IRM vs FBTC
+62.0%
+26.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +3.0% | +1.1% | +1.9% | +2.9% |
| 30D | -5.2% | +22.3% | -27.5% | -7.4% |
| 3M | -8.0% | +26.0% | -34.0% | -10.5% |
| 6M | +9.2% | +13.2% | -4.0% | +7.6% |
| YTD | +41.0% | -10.7% | +51.7% | +41.4% |
| 1Y | +23.3% | -30.0% | +53.2% | +25.8% |
| All | +88.1% | +62.0% | +26.1% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling