+51.6%
IBIT vs CFG
+118.8%
-67.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.1% |
| 7D | -6.2% | +1.6% | -7.8% | -6.9% |
| 30D | -14.4% | +3.3% | -17.6% | -15.5% |
| 3M | +12.5% | -11.5% | +24.0% | +18.5% |
| 6M | -11.9% | +6.2% | -18.1% | -15.4% |
| YTD | -18.7% | +14.3% | -33.0% | -25.0% |
| 1Y | -29.9% | +26.7% | -56.7% | -38.7% |
| All | +51.6% | +118.8% | -67.3% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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