+64.4%
IBIT vs FANG
+47.3%
+17.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -3.2% | +2.9% | -6.1% | -3.8% |
| 30D | +22.0% | +2.6% | +19.3% | +21.3% |
| 3M | +21.4% | +7.6% | +13.8% | +19.2% |
| 6M | +9.2% | +17.3% | -8.1% | +4.2% |
| YTD | -11.8% | +38.7% | -50.5% | -19.8% |
| 1Y | -32.7% | +51.6% | -84.3% | -40.5% |
| All | +64.4% | +47.3% | +17.0% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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