+64.4%
IBIT vs FCUV
-99.1%
+163.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | -3.2% | -66.5% | +63.2% | -3.2% |
| 30D | +22.0% | +5.0% | +17.0% | +22.0% |
| 3M | +21.4% | +63.8% | -42.4% | +22.2% |
| 6M | +9.2% | -67.8% | +77.1% | +12.7% |
| YTD | -11.8% | -82.4% | +70.6% | -8.3% |
| 1Y | -32.7% | -94.7% | +62.0% | -29.1% |
| All | +64.4% | -99.1% | +163.4% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling