+64.4%
IBIT vs GFI
+292.0%
-227.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | -3.2% | -4.9% | +1.6% | -2.7% |
| 30D | +22.0% | +10.7% | +11.2% | +20.9% |
| 3M | +21.4% | +25.6% | -4.2% | +18.8% |
| 6M | +9.2% | -8.3% | +17.5% | +8.9% |
| YTD | -11.8% | +6.3% | -18.1% | -12.3% |
| 1Y | -32.7% | +22.1% | -54.8% | -33.1% |
| All | +64.4% | +292.0% | -227.7% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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