+51.6%
IBIT vs GFS
-25.2%
+76.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -3.9% | -4.3% |
| 7D | -6.2% | +17.2% | -23.4% | -9.3% |
| 30D | -14.4% | -8.7% | -5.6% | -13.0% |
| 3M | +12.5% | -19.7% | +32.1% | +16.7% |
| 6M | -11.9% | -40.7% | +28.8% | -4.3% |
| YTD | -18.7% | +22.5% | -41.2% | -27.1% |
| 1Y | -29.9% | +25.2% | -55.1% | -37.5% |
| All | +51.6% | -25.2% | +76.8% | +45.6% |
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