+18.2%
IYR vs FBTC
+59.7%
-41.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -2.8% | -5.8% | +3.0% | -2.4% |
| 30D | -2.5% | +21.4% | -24.0% | -3.9% |
| 3M | -3.0% | +24.5% | -27.4% | -4.5% |
| 6M | +1.6% | +9.9% | -8.2% | +0.8% |
| YTD | +7.3% | -12.0% | +19.3% | +7.9% |
| 1Y | +5.6% | -32.3% | +38.0% | +8.1% |
| All | +18.2% | +59.7% | -41.5% | +11.3% |
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