+64.0%
IBIT vs FERG
+23.2%
+40.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | -5.8% | -1.0% | -4.7% | -5.5% |
| 30D | +21.5% | -11.8% | +33.4% | +26.6% |
| 3M | +24.5% | -1.2% | +25.7% | +24.1% |
| 6M | +10.0% | -2.3% | +12.3% | +9.5% |
| YTD | -12.0% | +0.8% | -12.8% | -13.4% |
| 1Y | -32.3% | +0.5% | -32.8% | -33.5% |
| All | +64.0% | +23.2% | +40.8% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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