-33.5%
IBIT vs FRMI
-77.3%
+43.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.5% | -13.4% | -3.0% |
| 7D | +1.4% | +23.3% | -21.9% | -0.8% |
| 30D | +20.6% | -7.6% | +28.2% | +20.8% |
| 3M | +23.7% | +0.2% | +23.5% | +20.6% |
| 6M | +15.0% | -28.7% | +43.7% | +15.0% |
| YTD | -10.6% | -28.6% | +18.0% | -10.4% |
| All | -33.5% | -77.3% | +43.8% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling