+61.0%
IBIT vs FHN
+77.7%
-16.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.1% | -1.0% | -0.1% | -0.7% |
| 30D | -9.2% | +0.2% | -9.4% | -9.3% |
| 3M | +17.5% | -9.0% | +26.5% | +21.9% |
| 6M | -7.2% | -6.8% | -0.3% | -5.1% |
| YTD | -13.6% | -1.5% | -12.1% | -14.1% |
| 1Y | -25.1% | +10.9% | -36.1% | -29.8% |
| All | +61.0% | +77.7% | -16.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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