+69.8%
IBIT vs CFG
+136.9%
-67.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +3.0% | +1.5% | +1.5% | +2.3% |
| 30D | +23.1% | -3.8% | +26.9% | +25.0% |
| 3M | +25.6% | +11.5% | +14.1% | +18.5% |
| 6M | +9.1% | +19.2% | -10.0% | -0.8% |
| YTD | -8.9% | +23.7% | -32.6% | -18.8% |
| 1Y | -27.5% | +38.8% | -66.3% | -39.1% |
| All | +69.8% | +136.9% | -67.1% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling