+56.4%
IWM vs FBTC
+62.5%
-6.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.1% |
| 7D | +1.4% | +1.5% | -0.1% | +1.1% |
| 30D | -2.3% | +20.7% | -23.0% | -6.0% |
| 3M | +4.0% | +23.7% | -19.7% | -0.6% |
| 6M | +17.9% | +15.0% | +2.9% | +14.2% |
| YTD | +20.2% | -10.5% | +30.7% | +21.3% |
| 1Y | +25.0% | -30.3% | +55.2% | +32.0% |
| All | +56.4% | +62.5% | -6.1% | +37.8% |
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