+9.2%
IBIT vs FRMI
-33.2%
+42.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.1% |
| 7D | -3.2% | +7.4% | -10.6% | -3.7% |
| 30D | +22.0% | -27.6% | +49.6% | +24.2% |
| 3M | +21.4% | -20.9% | +42.3% | +21.4% |
| 6M | +9.2% | -36.6% | +45.8% | +7.1% |
| All | +9.2% | -33.2% | +42.4% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling