+61.0%
IBIT vs USFD
+130.4%
-69.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -1.1% | +3.0% | -4.1% | -2.3% |
| 30D | -9.2% | +11.1% | -20.2% | -13.1% |
| 3M | +17.5% | -0.3% | +17.8% | +17.2% |
| 6M | -7.2% | +15.9% | -23.0% | -13.7% |
| YTD | -13.6% | +41.6% | -55.3% | -29.5% |
| 1Y | -25.1% | +49.4% | -74.5% | -40.9% |
| All | +61.0% | +130.4% | -69.4% | -3.5% |
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