+58.9%
IBIT vs TMF
-43.2%
+102.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -2.4% | +0.6% | -3.0% | -2.4% |
| 30D | -9.1% | +16.3% | -25.4% | -9.0% |
| 3M | +15.0% | -2.7% | +17.7% | +15.0% |
| 6M | -6.9% | -13.2% | +6.3% | -7.1% |
| YTD | -14.8% | -16.7% | +1.9% | -15.0% |
| 1Y | -28.1% | -22.7% | -5.4% | -28.4% |
| All | +58.9% | -43.2% | +102.1% | +59.7% |
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