+70.2%
IBIT vs FICO
-41.8%
+112.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +3.3% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | -6.7% | +1.7% | -8.3% | -7.1% |
| 3M | +24.6% | -33.0% | +57.6% | +29.7% |
| 6M | -0.2% | -33.9% | +33.7% | +2.8% |
| YTD | -8.7% | -58.5% | +49.8% | +1.3% |
| 1Y | -20.7% | -56.4% | +35.6% | -13.0% |
| All | +70.2% | -41.8% | +112.0% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling