+55.4%
IVZ vs FBTC
-28.2%
+83.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.8% |
| 7D | +0.6% | +2.9% | -2.3% | -0.2% |
| 30D | +4.0% | +23.0% | -19.0% | -1.9% |
| 3M | +18.2% | +25.6% | -7.4% | +10.8% |
| 6M | +32.8% | +9.0% | +23.8% | +28.6% |
| YTD | +28.7% | -8.9% | +37.7% | +27.8% |
| 1Y | +55.4% | -27.5% | +82.9% | +65.6% |
| All | +55.4% | -28.2% | +83.6% | +65.6% |
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 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