+46.2%
IBIT vs FFIV
+75.6%
-29.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.6% |
| 7D | -9.2% | -0.5% | -8.6% | -9.0% |
| 30D | -15.8% | -32.4% | +16.6% | -5.1% |
| 3M | +8.5% | -25.7% | +34.2% | +17.4% |
| 6M | -13.7% | -13.5% | -0.2% | -13.1% |
| YTD | -21.6% | +21.1% | -42.7% | -32.8% |
| 1Y | -30.0% | +29.4% | -59.4% | -41.9% |
| All | +46.2% | +75.6% | -29.4% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling