+51.6%
IBIT vs FERG
+42.1%
+9.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.8% | -3.3% |
| 7D | -6.2% | +8.2% | -14.4% | -8.7% |
| 30D | -14.4% | +14.4% | -28.7% | -18.2% |
| 3M | +12.5% | +4.3% | +8.1% | +10.6% |
| 6M | -11.9% | +7.9% | -19.7% | -14.8% |
| YTD | -18.7% | +16.3% | -35.0% | -23.8% |
| 1Y | -29.9% | +2.2% | -32.2% | -31.3% |
| All | +51.6% | +42.1% | +9.4% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling