+46.2%
IBIT vs ABCL
+105.5%
-59.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | -9.2% | -3.3% | -5.9% | -8.7% |
| 30D | -15.8% | -7.1% | -8.7% | -15.0% |
| 3M | +8.5% | +4.7% | +3.8% | +6.3% |
| 6M | -13.7% | +140.9% | -154.6% | -31.0% |
| YTD | -21.6% | +236.0% | -257.5% | -43.1% |
| 1Y | -30.0% | +217.4% | -247.4% | -48.6% |
| All | +46.2% | +105.5% | -59.3% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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