+69.8%
IBIT vs FFIV
+121.8%
-51.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +3.0% | -1.0% | +4.0% | +3.4% |
| 30D | +23.1% | -5.1% | +28.2% | +25.4% |
| 3M | +25.6% | -4.5% | +30.0% | +27.2% |
| 6M | +9.1% | +36.5% | -27.3% | -6.6% |
| YTD | -8.9% | +53.0% | -61.9% | -26.1% |
| 1Y | -27.5% | +24.2% | -51.7% | -35.9% |
| All | +69.8% | +121.8% | -51.9% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling