+56.5%
IBIT vs FIVE
+32.6%
+23.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.4% | +7.3% | -12.7% | -6.2% |
| 30D | -10.5% | +18.1% | -28.5% | -12.4% |
| 3M | +15.0% | +7.7% | +7.3% | +13.8% |
| 6M | -8.3% | +13.6% | -21.9% | -10.1% |
| YTD | -16.1% | +34.6% | -50.6% | -19.5% |
| 1Y | -30.8% | +66.2% | -97.0% | -35.4% |
| All | +56.5% | +32.6% | +23.9% | +53.1% |
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