+643.2%
GEV vs IBIT
+8.5%
+634.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.6% |
| 7D | +8.1% | +1.4% | +6.7% | +7.6% |
| 30D | -1.9% | +20.6% | -22.5% | -7.2% |
| 3M | +4.1% | +23.7% | -19.6% | -2.3% |
| 6M | +23.2% | +15.0% | +8.2% | +18.3% |
| YTD | +48.9% | -10.6% | +59.5% | +51.4% |
| 1Y | +62.2% | -30.3% | +92.5% | +75.4% |
| All | +643.2% | +8.5% | +634.7% | +605.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling