+20.6%
IYR vs FBTC
+62.5%
-41.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | -0.4% | +1.5% | -1.9% | -0.5% |
| 30D | -2.5% | +20.7% | -23.2% | -3.8% |
| 3M | +1.5% | +23.7% | -22.2% | -0.1% |
| 6M | +3.9% | +15.0% | -11.2% | +2.7% |
| YTD | +9.5% | -10.5% | +20.0% | +10.0% |
| 1Y | +7.5% | -30.3% | +37.7% | +9.8% |
| All | +20.6% | +62.5% | -41.8% | +13.5% |
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