+69.8%
IBIT vs FLUT
-39.3%
+109.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.0% |
| 7D | +3.0% | -1.6% | +4.7% | +3.4% |
| 30D | +23.1% | +7.7% | +15.4% | +20.9% |
| 3M | +25.6% | -0.7% | +26.3% | +24.3% |
| 6M | +9.1% | -11.2% | +20.3% | +10.6% |
| YTD | -8.9% | -53.4% | +44.5% | +11.3% |
| 1Y | -27.5% | -65.8% | +38.3% | -3.6% |
| All | +69.8% | -39.3% | +109.2% | +106.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling