+72.4%
IVZ vs FBTC
+56.9%
+15.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.4% | -1.2% | -1.2% | -2.0% |
| 30D | -11.2% | -9.1% | -2.1% | -9.0% |
| 3M | -14.0% | +17.6% | -31.5% | -17.4% |
| 6M | +0.5% | -7.1% | +7.5% | +1.8% |
| YTD | +5.4% | -13.6% | +19.0% | +7.6% |
| 1Y | +19.5% | -25.1% | +44.5% | +25.5% |
| All | +72.4% | +56.9% | +15.4% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling