+69.8%
IBIT vs FICO
-22.6%
+92.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -16.7% | +14.3% | -0.1% |
| 7D | +3.0% | -19.2% | +22.2% | +6.0% |
| 30D | +23.1% | -14.6% | +37.7% | +25.6% |
| 3M | +25.6% | -20.1% | +45.7% | +28.1% |
| 6M | +9.1% | -36.3% | +45.5% | +15.4% |
| YTD | -8.9% | -44.9% | +36.0% | -1.4% |
| 1Y | -27.5% | -38.6% | +11.2% | -23.7% |
| All | +69.8% | -22.6% | +92.4% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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