+49.3%
IWM vs FBTC
+52.5%
-3.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +0.3% | -5.4% | +5.6% | +1.4% |
| 30D | +0.6% | -10.5% | +11.1% | +2.8% |
| 3M | -6.2% | +15.1% | -21.3% | -9.1% |
| 6M | -0.8% | -8.3% | +7.5% | +0.4% |
| YTD | +14.8% | -16.0% | +30.7% | +17.1% |
| 1Y | +16.1% | -30.7% | +46.9% | +22.9% |
| All | +49.3% | +52.5% | -3.2% | +33.0% |
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