-20.7%
IBIT vs FIX
+14.3%
-35.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.1% | +18.0% | +5.6% |
| 7D | -1.8% | -18.9% | +17.2% | +1.8% |
| 30D | -6.7% | -36.3% | +29.6% | +1.4% |
| 3M | +24.6% | -38.5% | +63.1% | +35.7% |
| 6M | -0.2% | -42.3% | +42.1% | +9.2% |
| YTD | -8.7% | +17.1% | -25.8% | -20.0% |
| 1Y | -20.7% | +14.4% | -35.1% | -30.6% |
| All | -20.7% | +14.3% | -35.0% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling