+58.9%
IBIT vs USFD
+137.5%
-78.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -2.5% |
| 7D | -2.4% | +3.9% | -6.3% | -3.9% |
| 30D | -9.1% | +12.8% | -21.9% | -13.5% |
| 3M | +15.0% | +1.0% | +14.0% | +14.2% |
| 6M | -6.9% | +30.3% | -37.1% | -17.9% |
| YTD | -14.8% | +46.0% | -60.7% | -31.3% |
| 1Y | -28.1% | +49.6% | -77.7% | -43.0% |
| All | +58.9% | +137.5% | -78.5% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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