-20.7%
IBIT vs TMF
-23.9%
+3.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.5% | +2.8% |
| 7D | -1.8% | +4.0% | -5.7% | -2.0% |
| 30D | -6.7% | +19.5% | -26.1% | -8.2% |
| 3M | +24.6% | -3.5% | +28.1% | +25.0% |
| 6M | -0.2% | -10.6% | +10.4% | +0.2% |
| YTD | -8.7% | -17.1% | +8.4% | -9.0% |
| 1Y | -20.7% | -24.3% | +3.5% | -18.9% |
| All | -20.7% | -23.9% | +3.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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