+69.8%
IBIT vs ADP
+25.2%
+44.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.1% |
| 7D | +3.0% | -3.4% | +6.5% | +3.7% |
| 30D | +23.1% | +2.8% | +20.3% | +22.6% |
| 3M | +25.6% | +20.9% | +4.6% | +21.1% |
| 6M | +9.1% | +29.9% | -20.7% | +3.4% |
| YTD | -8.9% | +9.6% | -18.5% | -8.5% |
| 1Y | -27.5% | -5.3% | -22.2% | -22.8% |
| All | +69.8% | +25.2% | +44.7% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling