+61.0%
IBIT vs FLUT
-50.5%
+111.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -1.1% | -1.1% | 0.0% | -1.0% |
| 30D | -9.2% | +7.7% | -16.9% | -10.8% |
| 3M | +17.5% | -12.2% | +29.7% | +19.6% |
| 6M | -7.2% | -17.6% | +10.4% | -5.5% |
| YTD | -13.6% | -62.0% | +48.4% | +9.3% |
| 1Y | -25.1% | -62.3% | +37.1% | -5.3% |
| All | +61.0% | -50.5% | +111.5% | +102.9% |
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 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