+58.6%
IBIT vs AFL
+63.1%
-4.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | -6.8% | +1.4% | -8.3% | -6.9% |
| 30D | -9.9% | +9.7% | -19.5% | -10.7% |
| 3M | +17.5% | +5.5% | +12.0% | +16.9% |
| 6M | -9.1% | +11.2% | -20.3% | -10.5% |
| YTD | -14.9% | +17.1% | -32.0% | -17.5% |
| 1Y | -27.6% | +14.0% | -41.7% | -29.3% |
| All | +58.6% | +63.1% | -4.5% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling