+66.7%
IBIT vs FLEX
+393.1%
-326.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.2% | -2.8% |
| 7D | +1.4% | +7.0% | -5.5% | -0.1% |
| 30D | +20.6% | -5.8% | +26.4% | +21.8% |
| 3M | +23.7% | -24.2% | +47.9% | +29.5% |
| 6M | +15.0% | +90.8% | -75.8% | -12.9% |
| YTD | -10.6% | +89.2% | -99.8% | -32.3% |
| 1Y | -30.3% | +104.7% | -135.0% | -49.1% |
| All | +66.7% | +393.1% | -326.4% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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