+56.5%
IBIT vs FLUT
-50.0%
+106.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -5.4% | -1.5% | -3.9% | -5.2% |
| 30D | -10.5% | +3.4% | -13.9% | -11.3% |
| 3M | +15.0% | -12.5% | +27.5% | +17.2% |
| 6M | -8.3% | -18.5% | +10.2% | -6.3% |
| YTD | -16.1% | -61.6% | +45.6% | +6.1% |
| 1Y | -30.8% | -64.1% | +33.4% | -11.0% |
| All | +56.5% | -50.0% | +106.5% | +96.9% |
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