-20.7%
IBIT vs AFL
+18.6%
-39.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +3.4% |
| 7D | -1.8% | +2.9% | -4.7% | -0.4% |
| 30D | -6.7% | +11.5% | -18.1% | -1.7% |
| 3M | +24.6% | +0.6% | +23.9% | +25.0% |
| 6M | -0.2% | +11.7% | -11.8% | +5.3% |
| YTD | -8.7% | +15.4% | -24.1% | -3.0% |
| 1Y | -20.7% | +17.6% | -38.3% | -15.5% |
| All | -20.7% | +18.6% | -39.3% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling