+56.5%
IBIT vs ADP
+38.6%
+17.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -5.4% | +3.2% | -8.6% | -5.8% |
| 30D | -10.5% | +12.8% | -23.2% | -12.3% |
| 3M | +15.0% | +12.3% | +2.7% | +12.8% |
| 6M | -8.3% | +45.4% | -53.7% | -15.0% |
| YTD | -16.1% | +21.4% | -37.5% | -17.1% |
| 1Y | -30.8% | +23.7% | -54.5% | -32.3% |
| All | +56.5% | +38.6% | +17.9% | +59.7% |
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