+69.8%
IBIT vs CF
+82.0%
-12.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.2% |
| 7D | +3.0% | +6.0% | -3.0% | +2.6% |
| 30D | +23.1% | +14.8% | +8.3% | +22.0% |
| 3M | +25.6% | +14.1% | +11.5% | +24.3% |
| 6M | +9.1% | +28.5% | -19.4% | +3.8% |
| YTD | -8.9% | +74.9% | -83.8% | -18.5% |
| 1Y | -27.5% | +61.7% | -89.1% | -34.2% |
| All | +69.8% | +82.0% | -12.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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