-29.0%
IBIT vs VFC
-9.8%
-19.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.7% |
| 7D | +3.0% | -1.6% | +4.6% | +3.2% |
| 30D | +23.1% | -11.6% | +34.7% | +24.9% |
| 3M | +25.6% | -18.1% | +43.7% | +27.8% |
| 6M | +9.1% | -27.4% | +36.5% | +12.5% |
| YTD | -8.9% | -24.8% | +15.9% | -5.8% |
| All | -29.0% | -9.8% | -19.2% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling