+51.6%
IBIT vs USFR
+13.5%
+38.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -6.2% | +0.1% | -6.3% | -6.0% |
| 30D | -14.4% | +0.4% | -14.7% | -13.5% |
| 3M | +12.5% | +1.0% | +11.4% | +15.2% |
| 6M | -11.9% | +2.0% | -13.9% | -8.9% |
| YTD | -18.7% | +3.4% | -22.2% | -19.8% |
| 1Y | -29.9% | +4.1% | -34.0% | -33.4% |
| All | +51.6% | +13.5% | +38.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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