+69.8%
IBIT vs USFD
+124.7%
-54.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | +3.0% | -3.0% | +6.0% | +4.3% |
| 30D | +23.1% | +3.5% | +19.6% | +21.1% |
| 3M | +25.6% | +26.6% | -1.0% | +12.3% |
| 6M | +9.1% | +11.7% | -2.6% | +3.2% |
| YTD | -8.9% | +38.1% | -47.0% | -24.7% |
| 1Y | -27.5% | +33.4% | -60.8% | -39.0% |
| All | +69.8% | +124.7% | -54.9% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling