+61.0%
IBIT vs FFIV
+76.6%
-15.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -1.1% | -8.1% | +7.0% | +1.8% |
| 30D | -9.2% | -33.4% | +24.2% | +2.9% |
| 3M | +17.5% | -24.7% | +42.3% | +26.4% |
| 6M | -7.2% | -8.8% | +1.7% | -8.7% |
| YTD | -13.6% | +21.8% | -35.4% | -26.2% |
| 1Y | -25.1% | +25.3% | -50.4% | -36.9% |
| All | +61.0% | +76.6% | -15.5% | +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