+66.7%
IBIT vs GFS
-21.1%
+87.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +1.4% | +2.6% | -1.2% | +0.9% |
| 30D | +20.6% | -16.4% | +37.0% | +24.7% |
| 3M | +23.7% | -41.6% | +65.3% | +36.7% |
| 6M | +15.0% | -3.7% | +18.7% | +11.1% |
| YTD | -10.6% | +29.3% | -39.9% | -20.3% |
| 1Y | -30.3% | +37.1% | -67.4% | -38.8% |
| All | +66.7% | -21.1% | +87.7% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling