+144.0%
ASML vs IBIT
+61.9%
+82.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.7% |
| 7D | +1.1% | +3.0% | -1.9% | +0.3% |
| 30D | +2.2% | +23.1% | -20.9% | -2.7% |
| 3M | -2.3% | +25.6% | -27.9% | -7.3% |
| 6M | +23.0% | +9.1% | +13.8% | +19.9% |
| YTD | +61.1% | -8.9% | +70.0% | +61.8% |
| 1Y | +129.1% | -27.5% | +156.6% | +140.4% |
| All | +144.0% | +61.9% | +82.2% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 IBIT 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