+51.6%
IBIT vs VFC
+24.2%
+27.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -4.0% |
| 7D | -6.2% | -1.4% | -4.8% | -6.0% |
| 30D | -14.4% | +24.6% | -39.0% | -17.4% |
| 3M | +12.5% | +38.4% | -26.0% | +6.4% |
| 6M | -11.9% | +15.3% | -27.2% | -14.6% |
| YTD | -18.7% | +12.7% | -31.5% | -21.2% |
| 1Y | -29.9% | +32.7% | -62.6% | -34.2% |
| All | +51.6% | +24.2% | +27.3% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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