+58.9%
IBIT vs FLUT
-50.3%
+109.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -2.4% | -6.5% | +4.1% | -1.3% |
| 30D | -9.1% | +2.8% | -11.9% | -9.8% |
| 3M | +15.0% | -13.5% | +28.5% | +17.4% |
| 6M | -6.9% | -19.0% | +12.1% | -4.8% |
| YTD | -14.8% | -61.9% | +47.1% | +7.8% |
| 1Y | -28.1% | -63.2% | +35.1% | -8.3% |
| All | +58.9% | -50.3% | +109.2% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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