+46.2%
IBIT vs ADP
+40.6%
+5.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | -9.2% | +2.2% | -11.4% | -9.5% |
| 30D | -15.8% | +10.6% | -26.4% | -17.2% |
| 3M | +8.5% | +12.9% | -4.4% | +6.3% |
| 6M | -13.7% | +50.6% | -64.3% | -20.6% |
| YTD | -21.6% | +23.2% | -44.8% | -22.8% |
| 1Y | -30.0% | +25.3% | -55.2% | -31.6% |
| All | +46.2% | +40.6% | +5.6% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling