-30.0%
IBIT vs FERG
+3.5%
-33.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.6% |
| 7D | -9.2% | +9.7% | -18.9% | -10.9% |
| 30D | -15.8% | +15.0% | -30.8% | -18.1% |
| 3M | +8.5% | +3.8% | +4.8% | +7.7% |
| 6M | -13.7% | +10.6% | -24.3% | -15.9% |
| YTD | -21.6% | +17.0% | -38.5% | -23.5% |
| 1Y | -30.0% | +7.1% | -37.0% | -31.6% |
| All | -30.0% | +3.5% | -33.4% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling