+12.1%
ITW vs FBTC
+60.2%
-48.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -8.3% | +22.0% | -30.4% | -9.6% |
| 3M | +6.0% | +21.6% | -15.6% | +4.5% |
| 6M | 0.0% | +9.2% | -9.2% | -0.8% |
| YTD | +10.2% | -11.8% | +22.0% | +10.9% |
| 1Y | +3.2% | -32.7% | +35.9% | +6.2% |
| All | +12.1% | +60.2% | -48.0% | +8.3% |
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