-29.9%
IBIT vs TFC
+14.6%
-44.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.7% | -4.3% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | -14.4% | +8.6% | -23.0% | -15.3% |
| 3M | +12.5% | -4.3% | +16.8% | +13.0% |
| 6M | -11.9% | +5.4% | -17.3% | -13.9% |
| YTD | -18.7% | +4.5% | -23.2% | -20.2% |
| 1Y | -29.9% | +14.0% | -43.9% | -32.4% |
| All | -29.9% | +14.6% | -44.5% | -32.4% |
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