+66.3%
IBIT vs GFS
-19.6%
+85.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | +1.1% | +4.5% | -3.4% | +0.2% |
| 30D | +22.2% | -8.2% | +30.4% | +24.0% |
| 3M | +26.0% | -38.9% | +64.9% | +37.9% |
| 6M | +13.2% | -2.9% | +16.1% | +9.2% |
| YTD | -10.8% | +31.8% | -42.6% | -20.8% |
| 1Y | -29.9% | +43.1% | -73.1% | -39.1% |
| All | +66.3% | -19.6% | +85.9% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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