-20.7%
IBIT vs TFC
+20.8%
-41.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | 0.0% | +2.4% |
| 7D | -1.8% | +5.1% | -6.8% | -2.5% |
| 30D | -6.7% | +9.8% | -16.5% | -8.0% |
| 3M | +24.6% | -2.4% | +27.0% | +24.8% |
| 6M | -0.2% | +4.9% | -5.1% | -2.1% |
| YTD | -8.7% | +6.6% | -15.3% | -11.4% |
| 1Y | -20.7% | +21.3% | -42.0% | -28.5% |
| All | -20.7% | +20.8% | -41.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling