+61.6%
IBIT vs USFD
+130.8%
-69.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.8% | -2.3% | -4.0% |
| 7D | -5.9% | +3.9% | -9.8% | -7.4% |
| 30D | -11.3% | +10.7% | -22.0% | -15.0% |
| 3M | +17.1% | +6.3% | +10.8% | +13.6% |
| 6M | -7.0% | +16.2% | -23.3% | -13.7% |
| YTD | -13.3% | +41.9% | -55.2% | -29.3% |
| 1Y | -27.0% | +44.2% | -71.2% | -41.1% |
| All | +61.6% | +130.8% | -69.2% | -3.2% |
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