-39.5%
IBIT vs FRMI
-91.8%
+52.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +13.8% | -18.3% | -5.8% |
| 7D | -6.2% | +34.6% | -40.8% | -9.2% |
| 30D | -14.4% | -44.6% | +30.3% | -9.9% |
| 3M | +12.5% | -72.9% | +85.3% | +26.4% |
| 6M | -11.9% | -62.3% | +50.5% | -6.8% |
| YTD | -18.7% | -74.3% | +55.5% | -10.7% |
| 1Y | -29.9% | -90.5% | +60.6% | -22.1% |
| All | -39.5% | -91.8% | +52.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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