-9.1%
IBIT vs FERG
+10.2%
-19.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.6% | +1.2% |
| 7D | -6.8% | +6.4% | -13.2% | -7.0% |
| 30D | -9.9% | +19.9% | -29.8% | -10.6% |
| 3M | +17.5% | +5.6% | +12.0% | +16.1% |
| 6M | -9.1% | +9.2% | -18.3% | -11.0% |
| All | -9.1% | +10.2% | -19.3% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling