+240.6%
AVGO vs IBIT
+44.5%
+196.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +6.8% |
| 7D | +25.0% | -6.2% | +31.2% | +27.1% |
| 30D | +2.0% | -14.4% | +16.3% | +6.5% |
| 3M | -12.3% | +12.5% | -24.7% | -15.4% |
| 6M | -12.8% | -11.9% | -0.9% | -10.2% |
| YTD | +5.9% | -18.7% | +24.6% | +10.2% |
| 1Y | +3.3% | -29.9% | +33.3% | +11.8% |
| All | +240.6% | +44.5% | +196.2% | +235.9% |
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