+58.6%
IBIT vs TFC
+52.8%
+5.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -6.8% | -1.2% | -5.6% | -6.3% |
| 30D | -9.9% | +7.8% | -17.6% | -13.1% |
| 3M | +17.5% | -3.0% | +20.5% | +18.9% |
| 6M | -9.1% | +5.8% | -14.9% | -12.9% |
| YTD | -14.9% | +5.3% | -20.2% | -18.9% |
| 1Y | -27.6% | +15.7% | -43.3% | -34.9% |
| All | +58.6% | +52.8% | +5.8% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling