+69.8%
IBIT vs FLEX
+372.4%
-302.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.7% |
| 7D | +3.0% | -0.9% | +3.9% | +3.2% |
| 30D | +23.1% | -10.1% | +33.3% | +25.6% |
| 3M | +25.6% | -31.3% | +56.9% | +34.7% |
| 6M | +9.1% | +71.3% | -62.1% | -14.4% |
| YTD | -8.9% | +81.2% | -90.2% | -30.4% |
| 1Y | -27.5% | +98.5% | -126.0% | -46.7% |
| All | +69.8% | +372.4% | -302.6% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling