+62.0%
IWF vs FBTC
+60.2%
+1.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.9% | -3.1% | +2.2% | -0.4% |
| 30D | -1.7% | +22.0% | -23.8% | -5.0% |
| 3M | +0.7% | +21.6% | -21.0% | -2.7% |
| 6M | +8.6% | +9.2% | -0.7% | +6.6% |
| YTD | +3.5% | -11.8% | +15.3% | +4.5% |
| 1Y | +7.0% | -32.7% | +39.7% | +12.3% |
| All | +62.0% | +60.2% | +1.8% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling