+56.5%
IBIT vs FN
+87.0%
-30.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.2% | -0.8% |
| 7D | -5.4% | -4.1% | -1.3% | -5.1% |
| 30D | -10.5% | -28.3% | +17.9% | -6.4% |
| 3M | +15.0% | -33.9% | +48.9% | +20.7% |
| 6M | -8.3% | -43.9% | +35.6% | -2.3% |
| YTD | -16.1% | -23.4% | +7.4% | -17.1% |
| 1Y | -30.8% | -25.4% | -5.3% | -31.6% |
| All | +56.5% | +87.0% | -30.5% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 5y: compounded portfolio wealth divided by compounded FN 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…
5y analysis · Full analysis span regression · 6 months rolling