+46.2%
IBIT vs FDS
-25.8%
+72.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | -9.2% | +1.5% | -10.7% | -9.4% |
| 30D | -15.8% | +14.8% | -30.6% | -18.0% |
| 3M | +8.5% | +16.3% | -7.8% | +5.3% |
| 6M | -13.7% | +66.2% | -79.9% | -23.3% |
| YTD | -21.6% | +16.2% | -37.8% | -22.8% |
| 1Y | -30.0% | +21.8% | -51.8% | -32.2% |
| All | +46.2% | -25.8% | +72.0% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling