+61.0%
IBIT vs ADP
+37.7%
+23.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -1.1% | +3.2% | -4.3% | -1.6% |
| 30D | -9.2% | +14.9% | -24.1% | -11.3% |
| 3M | +17.5% | +11.6% | +5.9% | +15.3% |
| 6M | -7.2% | +48.5% | -55.6% | -14.6% |
| YTD | -13.6% | +20.6% | -34.2% | -14.7% |
| 1Y | -25.1% | +23.7% | -48.8% | -26.9% |
| All | +61.0% | +37.7% | +23.4% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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