+46.2%
IBIT vs TMF
-48.5%
+94.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.2% | -3.5% |
| 7D | -9.2% | -9.3% | +0.1% | -9.2% |
| 30D | -15.8% | +1.9% | -17.7% | -15.8% |
| 3M | +8.5% | -11.2% | +19.8% | +8.5% |
| 6M | -13.7% | -17.7% | +4.0% | -13.8% |
| YTD | -21.6% | -24.5% | +2.9% | -21.8% |
| 1Y | -30.0% | -29.4% | -0.5% | -30.3% |
| All | +46.2% | -48.5% | +94.7% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling