+90.8%
IRM vs FBTC
+65.3%
+25.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.2% | +1.9% |
| 7D | -0.5% | +2.9% | -3.4% | -0.8% |
| 30D | -8.1% | +23.0% | -31.1% | -10.2% |
| 3M | -9.7% | +25.6% | -35.3% | -12.1% |
| 6M | +10.0% | +9.0% | +1.0% | +8.8% |
| YTD | +43.0% | -8.9% | +51.9% | +43.1% |
| 1Y | +32.7% | -27.5% | +60.2% | +34.9% |
| All | +90.8% | +65.3% | +25.5% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling