+58.9%
IBIT vs FDS
-27.1%
+86.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -2.4% | -5.0% | +2.6% | -1.5% |
| 30D | -9.1% | +13.8% | -22.9% | -11.4% |
| 3M | +15.0% | +14.8% | +0.2% | +11.8% |
| 6M | -6.9% | +47.4% | -54.3% | -14.7% |
| YTD | -14.8% | +14.2% | -28.9% | -15.8% |
| 1Y | -28.1% | +26.6% | -54.8% | -31.6% |
| All | +58.9% | -27.1% | +86.0% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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