+58.6%
IBIT vs USFD
+137.0%
-78.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -6.8% | -0.2% | -6.7% | -6.8% |
| 30D | -9.9% | +12.3% | -22.2% | -14.1% |
| 3M | +17.5% | -0.7% | +18.2% | +17.5% |
| 6M | -9.1% | +31.3% | -40.4% | -20.1% |
| YTD | -14.9% | +45.7% | -60.6% | -31.4% |
| 1Y | -27.6% | +52.1% | -79.7% | -43.1% |
| All | +58.6% | +137.0% | -78.4% | -6.0% |
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