+66.7%
IBIT vs TFC
+53.7%
+13.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -0.8% |
| 7D | +1.4% | +2.2% | -0.8% | +0.4% |
| 30D | +20.6% | -2.5% | +23.1% | +21.9% |
| 3M | +23.7% | +4.5% | +19.1% | +19.8% |
| 6M | +15.0% | +11.0% | +4.0% | +7.0% |
| YTD | -10.6% | +5.9% | -16.5% | -14.9% |
| 1Y | -30.3% | +14.6% | -44.9% | -36.9% |
| All | +66.7% | +53.7% | +13.0% | +29.1% |
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