-27.5%
IBIT vs TFC
+15.4%
-42.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +3.0% | +2.4% | +0.6% | +2.6% |
| 30D | +23.1% | -1.3% | +24.4% | +23.3% |
| 3M | +25.6% | +6.1% | +19.5% | +22.8% |
| 6M | +9.1% | +7.3% | +1.8% | +5.4% |
| YTD | -8.9% | +8.2% | -17.1% | -12.2% |
| 1Y | -27.5% | +14.4% | -41.9% | -32.0% |
| All | -27.5% | +15.4% | -42.8% | -32.0% |
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