+69.8%
IBIT vs VFC
-17.2%
+87.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.8% |
| 7D | +3.0% | -1.6% | +4.6% | +3.3% |
| 30D | +23.1% | -11.6% | +34.7% | +25.5% |
| 3M | +25.6% | -18.1% | +43.7% | +28.8% |
| 6M | +9.1% | -27.4% | +36.5% | +13.9% |
| YTD | -8.9% | -24.8% | +15.9% | -5.6% |
| 1Y | -27.5% | -8.2% | -19.2% | -27.9% |
| All | +69.8% | -17.2% | +87.0% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling