+46.2%
IBIT vs VFC
+28.3%
+18.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.8% | -4.0% |
| 7D | -9.2% | +1.6% | -10.8% | -9.4% |
| 30D | -15.8% | +25.5% | -41.3% | -18.9% |
| 3M | +8.5% | +41.3% | -32.8% | +2.4% |
| 6M | -13.7% | +22.2% | -35.9% | -17.2% |
| YTD | -21.6% | +16.4% | -38.0% | -24.4% |
| 1Y | -30.0% | +38.4% | -68.4% | -34.7% |
| All | +46.2% | +28.3% | +18.0% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling