+56.5%
IBIT vs TMF
-45.4%
+101.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.5% |
| 7D | -5.4% | -1.1% | -4.3% | -5.4% |
| 30D | -10.5% | +11.8% | -22.3% | -10.4% |
| 3M | +15.0% | -4.0% | +19.1% | +15.0% |
| 6M | -8.3% | -16.5% | +8.2% | -8.5% |
| YTD | -16.1% | -19.9% | +3.9% | -16.3% |
| 1Y | -30.8% | -25.6% | -5.2% | -31.1% |
| All | +56.5% | -45.4% | +101.9% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling