+58.6%
IBIT vs ADP
+39.0%
+19.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -6.8% | +0.9% | -7.7% | -6.9% |
| 30D | -9.9% | +11.9% | -21.7% | -11.6% |
| 3M | +17.5% | +13.7% | +3.8% | +15.0% |
| 6M | -9.1% | +46.8% | -55.9% | -15.9% |
| YTD | -14.9% | +21.8% | -36.7% | -16.1% |
| 1Y | -27.6% | +23.5% | -51.1% | -29.1% |
| All | +58.6% | +39.0% | +19.6% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling