+61.0%
IBIT vs TFC
+50.2%
+10.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.1% | +1.2% | -2.3% | -1.7% |
| 30D | -9.2% | +8.3% | -17.5% | -12.7% |
| 3M | +17.5% | -5.2% | +22.7% | +20.2% |
| 6M | -7.2% | -0.8% | -6.4% | -7.9% |
| YTD | -13.6% | +3.4% | -17.1% | -16.9% |
| 1Y | -25.1% | +17.0% | -42.1% | -33.2% |
| All | +61.0% | +50.2% | +10.9% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling