A few days ago, I wrote about my plan for interest rate arbitrage.

I’m going to publish periodic updates displaying the performance of this strategy, starting with $100k.

Return YTD: 0.97%

I’m using $100k for easy performance measurement.

Although my starting value is different, I’m going to use the exact same data from my position / DeFi moves, so that 100k invested at 1/1/2021 is exactly what see above.

This pulls from my own personal data.