+58.9%
IBIT vs FIVE
+32.7%
+26.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.6% | -6.9% | -2.0% |
| 7D | -2.4% | +6.2% | -8.6% | -3.1% |
| 30D | -9.1% | +18.2% | -27.3% | -11.0% |
| 3M | +15.0% | +3.8% | +11.2% | +14.3% |
| 6M | -6.9% | +13.7% | -20.6% | -8.7% |
| YTD | -14.8% | +34.7% | -49.5% | -18.3% |
| 1Y | -28.1% | +66.6% | -94.8% | -32.9% |
| All | +58.9% | +32.7% | +26.2% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling