-30.8%
IBIT vs FFIV
+28.6%
-59.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.4% | -4.2% | -1.2% | -4.5% |
| 30D | -10.5% | -33.9% | +23.4% | -3.2% |
| 3M | +15.0% | -22.6% | +37.6% | +19.0% |
| 6M | -8.3% | -10.4% | +2.1% | -10.6% |
| YTD | -16.1% | +24.3% | -40.4% | -29.5% |
| 1Y | -30.8% | +31.8% | -62.5% | -43.6% |
| All | -30.8% | +28.6% | -59.4% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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