+58.6%
IBIT vs FLEX
+240.7%
-182.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.4% | +0.6% |
| 7D | -6.8% | +2.2% | -9.1% | -7.5% |
| 30D | -9.9% | -32.6% | +22.8% | -3.2% |
| 3M | +17.5% | -35.5% | +53.0% | +26.8% |
| 6M | -9.1% | -45.6% | +36.5% | +0.1% |
| YTD | -14.9% | +30.7% | -45.6% | -31.3% |
| 1Y | -27.6% | +28.4% | -56.0% | -41.4% |
| All | +58.6% | +240.7% | -182.1% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling